Maximum principle for quasilinear stochastic PDEs with obstacle
Anis Matoussi (University of Le Mans)
Jing Zhang (University of Évry)
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.
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Pages: 1-32
Publication Date: May 12, 2014
DOI: 10.1214/EJP.v19-2716
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