Mathematics – Probability
Scientific paper
2012-02-15
Mathematics
Probability
32 pages
Scientific paper
We prove existence and uniqueness of the solution of quasilinear stochastic PDEs with obstacle. Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as pair (u, \nu) where u is a predictable continuous process which takes values in a proper Sobolev space and \nu is a random regular measure satisfying minimal Skohorod condition.
Denis Laurent
Matoussi Anis
Zhang Jing
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