Maximum principle for SPDEs and its applications

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the Hölder continuity up to the boundary of solutions of one-dimensional SPDEs.
26 pages

Keywords

Probability, 60H15, 35R60

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/111462

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0604125
 http://arxiv.org/abs/math/0604125

Collections

arXiv