{ "id": "2012.03557", "version": "v1", "published": "2020-12-07T09:57:14.000Z", "updated": "2020-12-07T09:57:14.000Z", "title": "Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach", "authors": [ "Laurent Denis", "Anis Matoussi", "Jing Zhang" ], "categories": [ "math.PR" ], "abstract": "We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equations (BDSDEs for short).", "revisions": [ { "version": "v1", "updated": "2020-12-07T09:57:14.000Z" } ], "analyses": { "keywords": [ "quasilinear stochastic pdes", "probabilistic approach", "backward doubly stochastic differential equations", "uniqueness result", "probabilistic interpretation" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }