A Note on Krylov's $L_p$-Theory for Systems of SPDEs

R. Mikulevicius (Vilnius University)
B. Rozovskii (University of Southern California)

Abstract


We extend Krylov's $L_p$-solvability theory to the Cauchy problem for systems of parabolic stochastic partial differential equations. Some additional integrability and regularity properties are also presented.

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Pages: 1-35

Publication Date: March 14, 2001

DOI: 10.1214/EJP.v6-85

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