Parabolic Ito equations and second fundamental inequality
Nikolai Dokuchaev · Stochastics · 2005
The paper studies stochastic partial differential equations of parabolic type with Dirichlet boundary conditions. Solvability, uniqueness, and a priori estimates similar to the second fundamental inequality are obtained for bounded and unbounded domains. For the case of discontinuous coefficients, some Cordes type conditions that ensure solvability are suggested.