The monotonicity inequality for linear stochastic partial differential equations
Infinite Dimensional Analysis Quantum Probability and Related Topics
We prove the monotonicity inequality for differential operators A and L that occur as coefficients in linear stochastic partial differential equations associated with finite-dimensional Itô processes. We characterize the solutions of such equations. A probabilistic representation is obtained for solutions to a class of evolution equations associated with time dependent, possibly degenerate, second-order elliptic differential operators.
Print ISSN: 0219-0257 Online ISSN: 1793-6306
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Gawarecki, Leszek; Mandrekar, Vidyadhar; and Rajeev, Bhaskaran, "The monotonicity inequality for linear stochastic partial differential equations" (2006). Mathematics Publications. 2.