most citedThe obstacle problem for quasilinear stochastic PDE's

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math.PR2010★ 34 cited

The obstacle problem for quasilinear stochastic PDE's

Anis Matoussi, Lucretiu Stoica

We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the soluti…