Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions

DOI10.1016/J.SPA.2012.10.005MaRDI QIDQ1940244zbMATH OpenOpenAlexFDO

Authors Laurent Denis, Anis Matoussi

Publication date 6 March 2013

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1092

zbMATH Keywords

comparison theoremGreen functionmaximum principlestochastic PDEs

Mathematics Subject Classification ID

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

Abstract: We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space-time white noise. Our method based on an approximation of the domain and the coefficients of the operator, does not require regularity assumptions. As in previous works, the results are consequences of It^{o}'s formula and estimates for the positive part of local solutions which are non-positive on the lateral boundary.

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