Maximum principle for quasi-linear backward stochastic partial differential equations
نویسندگان
چکیده
منابع مشابه
On quasi-linear stochastic partial differential equations
We prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2012
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2011.12.002