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


 
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1. Title Title of document Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's
 
2. Creator Author's name, affiliation, country Laurent Denis; Université d'Evry Val d'Essonne
 
2. Creator Author's name, affiliation, country Anis Matoussi; Université du Maine
 
2. Creator Author's name, affiliation, country Lucretiu Stoica; University of Bucharest
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stochastic partial differential equation, Ito's formula, Maximum principle, Moser's iteration
 
3. Subject Subject classification 60H15; 60G46; 35R60
 
4. Description 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
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-02-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/629
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-629
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
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