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 principle; Moser's iteration; stochastic partial differential equation; Ito's formula

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60G46: Martingales and classical analysis

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