On fully nonlinear elliptic and parabolic equations in domains with VMO coefficients

preprint2010arXivOpen access

Abstract

We prove the solvability in Sobolev spaces Wp1,2W^{1,2}_p, p>d+1p>d+1, of the terminal-boundary value problem for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains with VMO ``coefficients''. The solvability in Wp2W^{2}_p, p>dp>d, of the corresponding elliptic boundary-value problem is also obtained.

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