On the solvability of degenerate stochastic partial differential equations in Sobolev spaces

Abstract

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.

26 pages

References in corpus (1)

• Finite difference schemes for stochastic partial differential equations in Sobolev spaces

Cited by in corpus (4)

• The stochastic thin-film equation: existence of nonnegative martingale solutions
• Boundary regularity of stochastic PDEs
• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• A Feynman-Kac formula for stochastic Dirichlet problems