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

R. Mikulevicius, H. Pragarauskas, N. Sonnadara

• 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.