Theory of Probability and Mathematical Statistics
Comparison theorem for solutions of parabolic stochastic equations with an absorber
S. A. Mel’nik
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Abstract: A comparison theorem is proved for solutions of the Cauchy problem for a quasi-linear parabolic stochastic equation. The drift and diffusion coefficients of this equation do not necessarily satisfy the Lipschitz condition. The drift coefficient is assumed to be an absorber.
Keywords: Stochastic partial differential equation, comparison theorem
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