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arXiv · 1210.3445

Maximum Principle for Quasilinear Stochastic PDEs with Obstacle

Denis Laurent·Matoussi Anis·Zhang Jing
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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.

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Denis Laurent, Matoussi Anis, Zhang Jing. 2012-10-12. Maximum Principle for Quasilinear Stochastic PDEs with Obstacle. https://arxiv.org/abs/1210.3445

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