Abstract
We prove a comparison theorem and maximum principle for a local solution of quasi-linear parabolic stochastic PDEs, similar to the well known results in the deterministic case. The proofs are based on a version of Ito's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary. Moreover we shortly indicate how these results generalize for Burgers type SPDEs
Citation
Laurent Denis. Anis Matoussi. Lucretiu Stoica. "Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's." Electron. J. Probab. 14 500 - 530, 2009. https://doi.org/10.1214/EJP.v14-629
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