Maximum principle for SPDEs and its applications
Probability
2007-05-23 v1
Authors:
N. V. Krylov
Abstract
The maximum principle for SPDEs is established in multidimensional C1 domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.
Cite
@article{arxiv.math/0604125,
title = {Maximum principle for SPDEs and its applications},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:math/0604125},
year = {2007}
}
Comments
26 pages
Related papers
View all related →
Optimization and Control · Mathematics
Stochastic maximum principle for optimal control of SPDEs
Marco Fuhrman, Ying Hu, Gianmario Tessitore
2012-06-12
Probability · Mathematics
Stochastic Maximum Principle for a PDEs with noise and control on the boundary
Giuseppina Guatteri
2016-12-05
Probability · Mathematics
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
Stefano Bonaccorsi, Adrian Zalinescu
2025-11-26
Probability · Mathematics
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
Laurent Denis, Anis Matoussi
2012-09-03
Probability · Mathematics
Maximum Principle for Quasilinear Stochastic PDEs with Obstacle
Denis Laurent, Matoussi Anis, Zhang Jing
2013-04-17
Analysis of PDEs · Mathematics
Maximum Principle for Quasi-linear Reflected Backward SPDEs
Guanxing Fu, Ulrich Horst, Jinniao Qiu
2016-04-11
Probability · Mathematics
A relatively short proof of It\^o's formula for SPDEs and its applications
N. V. Krylov
2012-08-21
Analysis of PDEs · Mathematics
Maximum principles in unbounded Riemannian domains
Andrea Bisterzo
2023-10-04
Optimization and Control · Mathematics
Stochastic maximum principle for optimal control of SPDEs
Marco Fuhrman, Ying Hu, Gianmario Tessitore
2013-02-05
Optimization and Control · Mathematics
General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs
Liangquan Zhang, Yufeng Shi
2012-11-01
Analysis of PDEs · Mathematics
Maximum Principle and generalized principal eigenvalue for degenerate elliptic operators
Henri Berestycki, Italo Capuzzo Dolcetta, Alessio Porretta, Luca Rossi
2013-10-14
Differential Geometry · Mathematics
A maximum principle for free boundary minimal varieties of arbitrary codimension
Martin Li, Xin Zhou
2020-01-06
Probability · Mathematics
Peng's Maximum Principle for Stochastic Partial Differential Equations
Wilhelm Stannat, Lukas Wessels
2021-10-28
Spectral Theory · Mathematics
A maximum principle in spectral optimization problems for elliptic operators subject to mass density perturbations
Pier Domenico Lamberti, Luigi Provenzano
2014-01-27
Optimization and Control · Mathematics
A maximum principle for relaxed stochastic control of linear SDE's with application to bond portfolio optimization
Daniel Andersson, Boualem Djehiche
2008-02-15
Analysis of PDEs · Mathematics
Maximum principles for a class of nonlinear second order elliptic differential equations
Giovanni Porru, Tewodros Amdeberhan, S. Vernier-Piro
2025-10-20
Optimization and Control · Mathematics
A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier-Stokes Equations
Peter Benner, Christoph Trautwein
2018-10-30
Analysis of PDEs · Mathematics
Large sets at infinity and Maximum Principle on unbounded domains for a class of sub-elliptic operators
Stefano Biagi, Ermanno Lanconelli
2019-08-28
Optimization and Control · Mathematics
A mixed relaxed singular maximum principle for linear SDEs with random coefficients
Daniel Andersson
2008-12-08
Optimization and Control · Mathematics
A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching
Tao Hao, Jiaqiang Wen, Jie Xiong
2022-12-06
Theoretical Economics · Economics
A Maximum Theorem for Incomplete Preferences
Leandro Gorno, Alessandro Rivello
2021-11-17
Probability · Mathematics
Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations
Jinniao Qiu, Shanjian Tang
2011-03-08
Probability · Mathematics
Ergodic maximum principle for stochastic systems
Carlo Orrieri, Gianmario Tessitore, Petr Veverka
2019-08-05
Probability · Mathematics
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
AbdulRahman Al-Hussein
2012-03-21
Optimization and Control · Mathematics
Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications
Liangquan Zhang, Yufeng Shi
2012-05-28