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arXiv:1210.3445 [math.PR]AbstractReferencesReviewsResources

Maximum Principle for Quasilinear Stochastic PDEs with Obstacle

Denis Laurent, Matoussi Anis, Zhang Jing

Published 2012-10-12, updated 2013-04-16Version 2

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 It\^o's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.

Categories: math.PR
Subjects: 60H15, 35R60
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