Maximum Principle for Quasilinear Stochastic PDEs with Obstacle

Abstract

We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of Itô's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.

References in corpus (1)

• The obstacle problem for quasilinear stochastic PDE's