Electronic Journal of Probability

Maximum principle for quasilinear stochastic PDEs with obstacle

Laurent Denis, Anis Matoussi, and Jing Zhang

Full-text: Open access

Abstract

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.

Article information

Source
Electron. J. Probab., Volume 19 (2014), paper no. 44, 32 pp.

Dates
Accepted: 12 May 2014
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465065686

Digital Object Identifier
doi:10.1214/EJP.v19-2716

Mathematical Reviews number (MathSciNet)
MR3210545

Zentralblatt MATH identifier
1310.60093

Subjects
Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 35R60: Partial differential equations with randomness, stochastic partial differential equations [See also 60H15] 31B150

Keywords
Stochastic PDE's Obstacle problems It\^o's formula $L^p-$estimate Local solution Comparison theorem Maximum principle Moser iteration

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

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


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