The obstacle problem for quasilinear stochastic PDE's

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

zbMATH Keywords

obstacle problem; stochastic partial differential equation; regular measure; backward doubly stochastic differential equation; regular potential

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60G46: Martingales and classical analysis

Related Items

The obstacle problem for semilinear parabolic partial integro-differential equations, Second-order BSDEs with general reflection and game options under uncertainty, Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form, The obstacle problem for quasilinear stochastic PDEs: analytical approach

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