Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156707 | Stochastic Processes and their Applications | 2012 | 24 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tongkeun Chang, Kijung Lee,