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Comparison for solutions of a SPDE driven by martingalemeasure

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대한수학회 (The Korean Mathematical Society)|2005.05|대한수학회보 (Bulletin of the KMS)|제42권 제2호|pp. 231-244

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참고문헌

주제분류수학

초록

Abstract

We derive a comparison theorem for solutions of the following stochastic partial dierential equations in a Hilbert space H: Lui = (ui) _M (t; x) + ¯i(ui); for i = 1; 2; where Lui = @ui @t ¡ Aui; A is a linear closed operator on H and _M (t; x) is a spatially homogeneous Gaussian noise with covariance of a certain form. We are going to show that if ¯1 · ¯2 then u1 · u2 under some conditions.

참고문헌 (10)

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