Maximum principle for quasi-linear reflected backward SPDEs
نویسندگان
چکیده
منابع مشابه
Maximum Principle for Spdes and Its Applications
The maximum principle for SPDEs is established in multidimensional C domains. An application is given to proving the Hölder continuity up to the boundary of solutions of one-dimensional SPDEs. The maximum principle is one of the most powerful tools in the theory of second-order elliptic and parabolic partial differential equations. However, until now it did not play any significant role in the ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2017
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2017.06.047