2 papers
math.PR2013
The Obstacle Problem for Quasilinear Stochastic PDEs with non-homogeneous operator
Denis Laurent, Matoussi Anis, Zhang Jing
We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analyti…
math.PR2012
Maximum Principle for Quasilinear Stochastic PDEs with Obstacle
Denis Laurent, Matoussi Anis, Zhang Jing
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…