The obstacle problem for quasilinear stochastic PDE's

Details The obstacle problem for quasilinear stochastic PDE's The obstacle problem for quasilinear stochastic PDE's

2010-10-12

arxiv.org/abs/1010.2307v1

Annals of Probability 2010, Vol. 38, No. 3, 1143-1179

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AOP507 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/09-AOP507

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 solution by using the backward doubly stochastic
differential equation.

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