{
  "id": "1010.2307",
  "version": "v1",
  "published": "2010-10-12T06:37:38.000Z",
  "updated": "2010-10-12T06:37:38.000Z",
  "title": "The obstacle problem for quasilinear stochastic PDE's",
  "authors": [
    "Anis Matoussi",
    "Lucretiu Stoica"
  ],
  "comment": "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",
  "doi": "10.1214/09-AOP507",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-10-12T06:37:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "quasilinear stochastic pdes",
      "obstacle problem",
      "quasilinear parabolic stochastic pdes",
      "backward doubly stochastic differential equation",
      "uniqueness result"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1010.2307M"
    }
  }
}