COMPARISON FOR SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE CHO, NHAN-SOOK;
Abstract
We derive a comparison theorem for solutions of the following stochastic partial differential equations in a Hilbert space H. , A is a linear closed operator on Hand M(t, x) is a spatially homogeneous Gaussian noise with covariance of a certain form. We are going to show that if under some conditions.
Keywords
comparison theorem;SPDE;martingale measure;
Language
English
Cited by
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