On stochastic partial differential equations with Unbounded coefficients |
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| Authors: | István Gyöngy Nicolai V. Krylov |
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| Affiliation: | (1) Department of Probability Theory and Statistics, Eötvös University Budapest, Múzeum krt 6-8, 1088, Hungary;(2) School of Mathematics, University of Minnesota, 225 Vincent Hall, 206, 55455 Church St., MN, USA |
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| Abstract: | Second-order stochastic partial differential equations of parabolic type are considered. Generalizations of known theorems on existence, uniqueness and on approximations are presented. Thus, in particular the case of unbounded coefficients in investigated. Some examples illustrating the usefulness of the results are also given. |
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| Keywords: | 60H15 |
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