The Dirichlet problem for stochastic partial differential equations with nonlocal operators in $C^{1,\sigma }$ open sets

Abstract

This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma }$ open sets. We consider substantially large classes of nonlocal operators and generalized Gaussian noise. Our main results include the existence and uniqueness of strong solutions in weighted Sobolev spaces, along with maximal $L_p$-regularity estimates for the solutions.

arXiv comment48 pages