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

R. Mikulevicius; B. Rozovskii

doi:10.1214/EJP.v6-85

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2001 A Note on Krylov's $L_p$-Theory for Systems of SPDEs

R. Mikulevicius, B. Rozovskii

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Electron. J. Probab. 6: 1-35 (2001). DOI: 10.1214/EJP.v6-85

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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R. Mikulevicius. B. Rozovskii. "A Note on Krylov's $L_p$-Theory for Systems of SPDEs." Electron. J. Probab. 6 1 - 35, 2001. https://doi.org/10.1214/EJP.v6-85