{
  "id": "1208.3709",
  "version": "v1",
  "published": "2012-08-18T00:11:33.000Z",
  "updated": "2012-08-18T00:11:33.000Z",
  "title": "A relatively short proof of Itô's formula for SPDEs and its applications",
  "authors": [
    "N. V. Krylov"
  ],
  "comment": "20 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We give a short proof of It\\^o's formula for stochastic Hilbert-space valued processes in the setting $V\\subset H\\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using this result we also prove the maximum principle for second-order SPDEs in arbitrary domains.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-08-18T00:11:33.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "35R60"
    ],
    "keywords": [
      "relatively short proof",
      "itôs formula",
      "applications",
      "stochastic hilbert-space valued processes",
      "arbitrary domains"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 20,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1208.3709K"
    }
  }
}