کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527242 958744 2014 35 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
چکیده انگلیسی
In this paper we study parabolic stochastic partial differential equations (SPDEs) driven by Lévy processes defined on Rd, R+d and bounded C1-domains. The coefficients of the equations are random functions depending on time and space variables. Existence and uniqueness results are proved in (weighted) Sobolev spaces, and Lp-estimates and various properties of solutions are also obtained. The number of derivatives of the solutions can be any real number, in particular it can be negative or fractional.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 1, January 2014, Pages 440-474
نویسندگان
,