New Approaches to the Monotonicity Inequality for Linear Stochastic PDEs
Suprio Bhar, Arvind Kumar Nath

TL;DR
This paper explores three methods to explicitly establish the Monotonicity inequality, a key tool for analyzing existence and uniqueness of solutions in linear stochastic PDEs.
Contribution
It introduces three novel approaches to explicitly prove the Monotonicity inequality for linear stochastic PDEs, enhancing theoretical understanding.
Findings
Three approaches to establish the Monotonicity inequality are proposed.
The methods improve the explicitness and applicability of the inequality.
The work advances the theoretical framework for stochastic PDE analysis.
Abstract
The Monotonicity inequality is an important tool in the understanding of existence and uniqueness of strong solutions for Stochastic PDEs. In this article, we discuss three approaches to establish this deterministic inequality explicitly.
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Taxonomy
TopicsStochastic processes and financial applications
