Maximum principle and comparison theorem for quasi-linear stochastic PDE's

DOI10.1214/EJP.V14-629zbMath1190.60050MaRDI QIDQ1039113

Laurent Denis, Lucretiu Stoica, Anis Matoussi

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228673

zbMATH Keywords

maximum principleMoser's iterationstochastic partial differential equationIto's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)

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