Maximum principle and comparison theorem for quasi-linear stochastic PDE's.

Denis, Laurent, Matoussi, Anis, and Stoica, Lucretiu. "Maximum principle and comparison theorem for quasi-linear stochastic PDE's.." Electronic Journal of Probability [electronic only] 14 (2009): 500-530. <http://eudml.org/doc/228673>.

@article{Denis2009,
author = {Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {stochastic partial differential equation; Ito's formula; maximum principle; Moser's iteration},
language = {eng},
pages = {500-530},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Maximum principle and comparison theorem for quasi-linear stochastic PDE's.},
url = {http://eudml.org/doc/228673},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Denis, Laurent
AU - Matoussi, Anis
AU - Stoica, Lucretiu
TI - Maximum principle and comparison theorem for quasi-linear stochastic PDE's.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 500
EP - 530
LA - eng
KW - stochastic partial differential equation; Ito's formula; maximum principle; Moser's iteration
UR - http://eudml.org/doc/228673
ER -