360 citations · 435 across the 11 of their papers we have counts for
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math.PR2012★ 26 cited
The obstacle problem for quasilinear stochastic PDEs: Analytical approach
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic pot…
math.PR2012
Chaotic extensions and the lent particle method for Brownian motion
Nicolas Bouleau, Laurent Denis
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space fo…
math.PR2012
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
Laurent Denis, Anis Matoussi
We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space-tim…