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.
Citation
Laurent Denis. Anis Matoussi. Jing Zhang. "Maximum principle for quasilinear stochastic PDEs with obstacle." Electron. J. Probab. 19 1 - 32, 2014. https://doi.org/10.1214/EJP.v19-2716
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