Maximum principle for SPDEs and its applications
概率论
2007-05-23 v1
摘要
The maximum principle for SPDEs is established in multidimensional domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.
引用
@article{arxiv.math/0604125,
title = {Maximum principle for SPDEs and its applications},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:math/0604125},
year = {2007}
}
备注
26 pages