On the Cauchy-Dirichlet Problem in the Half Space for Parabolic SPDEs in Weighted Hoelder Spaces

• Autores: R. Mikulevicius, H. Pragarauskas, N. Sonnadara
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 129-149
• Idioma: inglés
• DOI: 10.1007/s10440-007-9130-1
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• Resumen

  • We study the Cauchy-Dirichlet problem for a second order linear parabolic stochastic differential equation (SPDE) with constant coefficients in a half-space. Considering its solution as a function with values in a probability space and using the methods of deterministic partial differential equations, we establish the existence and uniqueness of a strong solution in Hölder classes with weights.