Maximum principle for quasilinear stochastic PDEs with obstacle
نویسندگان
چکیده
منابع مشابه
Maximum principle for quasilinear stochastic PDEs with obstacle
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 Itô’s formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary. Our method is based on a version of Moser’s iteration scheme developed first by Aronson and Serrin [2] in the context of non-linear...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2014
ISSN: 1083-6489
DOI: 10.1214/ejp.v19-2716