{
  "id": "1210.3445",
  "version": "v2",
  "published": "2012-10-12T07:33:36.000Z",
  "updated": "2013-04-16T14:39:36.000Z",
  "title": "Maximum Principle for Quasilinear Stochastic PDEs with Obstacle",
  "authors": [
    "Denis Laurent",
    "Matoussi Anis",
    "Zhang Jing"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-04-16T14:39:36.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "35R60"
    ],
    "keywords": [
      "quasilinear stochastic pdes",
      "maximum principle",
      "local solution",
      "lateral boundary",
      "short ospde"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.3445L"
    }
  }
}