The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

DOI10.3934/DCDS.2015.35.5185zbMATH Open1335.60109arXiv1301.1221OpenAlexW2963550867MaRDI QIDQ255478FDOQ255478

Authors: Laurent Denis, Anis Matoussi, Jing Zhang 

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as a pair $(u,u)$ where $u$ is a predictable continuous process which takes values in a proper Sobolev space and $u$ is a random regular measure satisfying minimal Skohorod condition. Moreover, we establish a maximum principle for local solutions of such class of stochastic PDEs. 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.

Full work available at URL: https://arxiv.org/abs/1301.1221

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zbMATH Keywords

stochastic partial differential equationscomparison theorem[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go It��'s formula]non-homogeneous second order operatorobstacle problemparabolic potentialpenalization methodregular measurespace-time white noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Potentials and capacities, extremal length and related notions in higher dimensions (31B15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (7)

• Quasilinear stochastic PDEs with two obstacles: probabilistic approach
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• The obstacle problem for quasilinear stochastic PDE's
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• The stochastic obstacle problem for the harmonic oscillator with damping
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• IRREDUCIBILITY OF THE TRANSITION SEMIGROUP ASSOCIATED WITH THE STOCHASTIC OBSTACLE PROBLEM

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