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- W2023555431 abstract "A class of linear degenerate second-order parabolic equations is considered in arbitrary domains. It is shown that these equations are solvable using special weighted Sobolev spaces in essentially the same way as the non-degenerate equations in $R^d$ are solved using the usual Sobolev spaces. The main advantages of this Sobolev-space approach are less restrictive conditions on the coefficients of the equation and near-optimal space-time regularity of the solution. Unlike previous works on degenerate equations, the results cover both classical and distribution solutions and allow the domain to be bounded or unbounded without any smoothness assumptions about the boundary. An application to nonlinear filtering of diffusion processes is discussed." @default.
- W2023555431 created "2016-06-24" @default.
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- W2023555431 date "2001-01-01" @default.
- W2023555431 modified "2023-10-18" @default.
- W2023555431 title "Linear Stochastic Parabolic Equations, Degenerating on the Boundary of a Domain" @default.
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- W2023555431 doi "https://doi.org/10.1214/ejp.v6-97" @default.
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