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Comparison Theorems

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Part of the book series: Advanced Courses in Mathematics - CRM Barcelona ((ACMBIRK))

Abstract

In this chapter we outline very briefly some of the main applications of the invariance principle from the preceding chapter. More specifically, we plan to prove that for a large family of SPDEs: (1) the solution is always positive as long as the initial value is positive; and (2) one can sometimes compute “moment functionals” of solutions to various SPDEs to one another. The material of this chapter is borrowed from Joseph–Khoshnevisan–Mueller [30].

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Khoshnevisan, D. (2016). Comparison Theorems. In: Utzet, F., Quer-Sardanyons, L. (eds) From Lévy-Type Processes to Parabolic SPDEs. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-34120-0_18

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