Can I read The parametrix method for parabolic SPDEs on EtoBox?

The parametrix method for parabolic SPDEs by Pascucci, Andrea; Pesce, Antonello is a scholarly article available to read on EtoBox.

What is The parametrix method for parabolic SPDEs about?

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution. This result is applied to SPDEs by means of the Ito-Wentzell formula, through a random change of variables which transforms the SPDE into a PDE with random coefficients.

Author

Pascucci, Andrea; Pesce, Antonello

Published

2018

Language

EN