The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions

DOI10.1142/S0219493715500239zbMATH Open1327.60125arXiv1304.5105OpenAlexW2964226924MaRDI QIDQ3453142FDOQ3453142

Laurent Denis, Jing Zhang, Anis Matoussi

Publication date: 20 November 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier.

Full work available at URL: https://arxiv.org/abs/1304.5105

zbMATH Keywords

comparison theoremparabolic potentialobstacle problemsregular measuresquasilinear stochastic PDEsItō's formula

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 (4)

• Quasilinear stochastic PDEs with two obstacles: probabilistic approach
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• The obstacle problem for quasilinear stochastic PDEs: analytical approach

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