THE OBSTACLE PROBLEM FOR QUASILINEAR STOCHASTIC PDES: ANALYTICAL APPROACH By Laurent DENIS
نویسندگان
چکیده
Abstract: We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as a pair (u, ν) where u is a predictable continuous process which takes values in a proper Sobolev space and ν is a random regular measure satisfying minimal Skohorod condition.
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