The Stampacchia maximum principle for stochastic partial differential equations and applications (Q897821)

Stochastic partial differential equations, both linear and nonlinear, are considered, imposing rather general conditions. Using the Stampacchia approach, which is based on truncation techniques invoking Galerkin approximations, maximum principles are derived. This is then used to derive positivity and boundedness results for several applications, including reaction-diffusion equations with non-Lipschitz noise coefficients and a stochastic Boussinesq equation. Furthermore, stabilization results for a Chafee-Infante equation with a nonlinear noise coefficient are obtained.