| Título: | Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's |
| Autores: |
Denis, Laurent; Université d'Evry Val d'Essonne Matoussi, Anis; Université du Maine Stoica, Lucretiu; University of Bucharest |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Stochastic partial differential equation, Ito's formula, Maximum principle, Moser's iteration 60H15; 60G46; 35R60 |
| Descripción: | We prove a comparison theorem and maximum principle for a local solution of quasi-linear parabolic stochastic PDEs, similar to the well known results in the deterministic case. The proofs are based on a version of Ito's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary. Moreover we shortly indicate how these results generalize for Burgers type SPDEs |
| Idioma: | No aplica |
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