Electronic Journal of Probability
- Electron. J. Probab.
- Volume 19 (2014), paper no. 44, 32 pp.
Maximum principle for quasilinear stochastic PDEs with obstacle
We prove a maximum principle for local solutions of quasi linear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of Ito's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.
Electron. J. Probab., Volume 19 (2014), paper no. 44, 32 pp.
Accepted: 12 May 2014
First available in Project Euclid: 4 June 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 35R60: Partial differential equations with randomness, stochastic partial differential equations [See also 60H15] 31B150
This work is licensed under a Creative Commons Attribution 3.0 License.
Denis, Laurent; Matoussi, Anis; Zhang, Jing. Maximum principle for quasilinear stochastic PDEs with obstacle. Electron. J. Probab. 19 (2014), paper no. 44, 32 pp. doi:10.1214/EJP.v19-2716. https://projecteuclid.org/euclid.ejp/1465065686