arXiv Analytics

Sign in

arXiv:1010.2307 [math.PR]AbstractReferencesReviewsResources

The obstacle problem for quasilinear stochastic PDE's

Anis Matoussi, Lucretiu Stoica

Published 2010-10-12Version 1

We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equation.

Comments: Published in at http://dx.doi.org/10.1214/09-AOP507 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2010, Vol. 38, No. 3, 1143-1179
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1202.3296 [math.PR] (Published 2012-02-15, updated 2014-03-27)
The obstacle problem for quasilinear stochastic PDEs: Analytical approach
arXiv:1301.1221 [math.PR] (Published 2013-01-07)
The Obstacle Problem for Quasilinear Stochastic PDEs with non-homogeneous operator
arXiv:1304.5105 [math.PR] (Published 2013-04-16)
The existence and uniqueness result for Quasilinear Stochastic PDEs with Obstacle under weaker integrability conditions

Links

Toolbox