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A Sobolev space theory for parabolic stochastic PDEs driven by Levy processes on C-1-domains
- Authors
- Kim, Kyeong-Hun
- Issue Date
- 1월-2014
- Publisher
- ELSEVIER SCIENCE BV
- Keywords
- Stochastic partial differential equations; Levy processes; Sobolev spaces; L-p-theory
- Citation
- STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.1, pp.440 - 474
- Indexed
- SCIE
SCOPUS
- Journal Title
- STOCHASTIC PROCESSES AND THEIR APPLICATIONS
- Volume
- 124
- Number
- 1
- Start Page
- 440
- End Page
- 474
- ISSN
- 0304-4149
- Abstract
- In this paper we study parabolic stochastic partial differential equations (SPDEs) driven by Levy processes defined on R-d, R-+(d) and bounded C-1-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 L-p-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. (C) 2013 Elsevier B.V. All rights reserved.
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