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The Neumann problem for stochastic partial differential equations

Year: 2026
Type: preprint
Abstract: In this paper, we study the Neumann problem for second-order stochastic partial differential equations in the half space. The coefficients are random and merely measurable in time. We develop a class of weighted function spaces for this problem, and establish existence, uniqueness, and regularity results. In contrast to the Dirichlet problem, the Neumann problem admits solutions with improved boundary regularity under suitable assumptions on the coefficients and data.
Language: English
Open Access status: green
OpenAlex ID: W7223068065
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