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arXiv · 1010.2307

The obstacle problem for quasilinear stochastic PDE's

Anis Matoussi·Lucretiu Stoica
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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.

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Anis Matoussi, Lucretiu Stoica. 2010-10-12. The obstacle problem for quasilinear stochastic PDE's. https://doi.org/10.1214/09-aop507

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