Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527242 | Stochastic Processes and their Applications | 2014 | 35 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Kyeong-Hun Kim,