Maximum Principle for Quasilinear Stochastic PDEs with Obstacle
Probability
2013-04-17 v2
Abstract
We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of It\^o's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.
Keywords
Cite
@article{arxiv.1210.3445,
title = {Maximum Principle for Quasilinear Stochastic PDEs with Obstacle},
author = {Denis Laurent and Matoussi Anis and Zhang Jing},
journal= {arXiv preprint arXiv:1210.3445},
year = {2013}
}