Comparison theorem for solutions of parabolic stochastic equations with an absorber

DOI10.1090/TPMS/957MaRDI QIDQ2944741zbMATH OpenOpenAlexFDO

Authors S. A. Mel'nik

Publication date 8 September 2015

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/957

zbMATH Keywords

Cauchy problemcomparison theoremquasi-linear parabolic stochastic equation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3565846 (Why is no real title available?)
• A concise course on stochastic partial differential equations
• Blow-up in quasilinear parabolic equations. Transl. from the Russian by Michael Grinfeld
• Cable equation with a general stochastic measure
• Comparison of systems of stochastic partial differential equations
• Maximum principle and comparison theorem for quasi-linear stochastic PDE's
• Properties of integrals with respect to a general stochastic measure in a stochastic heat equation
• Riemann integral of a random function and the parabolic equation with a general stochastic measure

Cited in

(1)

• The comparison theorem for solutions of quasilinear parabolic SPDEs with weak sources

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