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arXiv:1202.3296 [math.PR]AbstractReferencesReviewsResources

The obstacle problem for quasilinear stochastic PDEs: Analytical approach

Laurent Denis, Anis Matoussi, Jing Zhang

Published 2012-02-15, updated 2014-03-27Version 2

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 $(u,\nu)$ where $u$ is a predictable continuous process which takes values in a proper Sobolev space and $\nu$ is a random regular measure satisfying the minimal Skohorod condition.

Comments: Published in at http://dx.doi.org/10.1214/12-AOP805 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2014, Vol. 42, No. 3, 865-905
Categories: math.PR
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