Article ID Journal Published Year Pages File Type
1156707 Stochastic Processes and their Applications 2012 24 Pages PDF
Abstract

In this article, we consider the regularity of the solution of du(t,x)=(Δα2u(t,x)+f(t,x))dt+∑i=1mgi(t,x)dwti,u(0,x)=u0(x). We adopt the framework given in some works of Krylov which are related to the theory of stochastic partial differential equations with the Laplace operator. We construct the important estimates for the theory and prove regularity theorems using them.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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