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Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's

   
@article{EJP629,
	author = {Laurent Denis and Anis Matoussi and Lucretiu Stoica},
	title = {Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {Stochastic partial differential equation, Ito's formula, Maximum principle, Moser's iteration},
	abstract = {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},
	pages = {no. 19, 500-530},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-629},    
        url = {http://ejp.ejpecp.org/article/view/629}}