Abstract
In this paper we prove Lp estimates (p≥2) for the uniform norm of the paths of solutions of quasilinear stochastic partial differential equations (SPDE) of parabolic type. Our method is based on a version of Moser's iteration scheme developed by Aronson and Serrin in the context of non-linear parabolic PDE.
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Denis, L., Matoussi, A. & Stoica, L. Lp estimates for the uniform norm of solutions of quasilinear SPDE's. Probab. Theory Relat. Fields 133, 437–463 (2005). https://doi.org/10.1007/s00440-005-0436-5
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DOI: https://doi.org/10.1007/s00440-005-0436-5