Maximum principle for quasilinear stochastic PDEs with obstacle
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Publication:2248611
DOI10.1214/EJP.v19-2716zbMath1310.60093arXiv1210.3445MaRDI QIDQ2248611
Jing Zhang, Laurent Denis, Anis Matoussi
Publication date: 27 June 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.3445
maximum principleobstacle problemscomparison theoremMoser's iterationlocal solutionItō's formulaquasilinear stochastic PDEs
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Potentials and capacities, extremal length and related notions in higher dimensions (31B15)
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