A Weighted Sobolev Space Theory of Parabolic Stochastic PDEs on Non-smooth Domains

In this article, we study parabolic stochastic partial differential equations (see Eq. (1.1)) defined on arbitrary bounded domain $$\mathcal{O }\subset \mathbb{R }^d$$ admitting the Hardy inequality 0.1 $$\begin{aligned} \int _{\mathcal{O }}|\rho ^{-1}g|^2\,\text{ d}x\le C\int _{\mathcal{O }}|g_x|^2 \text{ d}x, \quad \forall g\in C^{\infty }_0(\mathcal{O }), \end{aligned}$$ where $$\rho (x)=\text{ dist}(x,\partial \mathcal{O }).$$ Existence and uniqueness results are given in weighted Sobolev spaces $$\mathfrak{H }_{p,\theta }^{\gamma }(\mathcal{O },T),$$ where $$p\in [2,\infty ), \gamma \in \mathbb{R }$$ is the number of derivatives of solutions and $$\theta $$ controls the boundary behavior of solutions (see Definition 2.5). Furthermore, several Hölder estimates of the solutions are also obtained. It is allowed that the coefficients of the equations blow up near the boundary.