The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition
DOI10.1142/S0219493719500394zbMath1423.60098arXiv1804.09051WikidataQ114072609 ScholiaQ114072609MaRDI QIDQ5237304
Xue Yang, Jing Zhang, Yuchao Dong
Publication date: 17 October 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.09051
comparison theoremstochastic partial differential equationsNeumann boundary conditionpenalization methodobstacle problemItô's formulaparabolic potentialregular measure
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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