The obstacle problem for quasilinear stochastic PDE's
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Publication:984447
DOI10.1214/09-AOP507zbMath1200.60052arXiv1010.2307MaRDI QIDQ984447
Anis Matoussi, Lucretiu Stoica
Publication date: 19 July 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.2307
obstacle problem; stochastic partial differential equation; regular measure; backward doubly stochastic differential equation; regular potential
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60G46: Martingales and classical analysis
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