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Maximum principle for SPDEs and its applications

N. V. Krylov
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Abstract

The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the Hölder continuity up to the boundary of solutions of one-dimensional SPDEs.

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N. V. Krylov. 2006-04-06. Maximum principle for SPDEs and its applications. https://arxiv.org/abs/math/0604125

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