The obstacle problem for quasilinear stochastic PDE’s
Matoussi, Anis ; Stoica, Lucretiu
Ann. Probab., Tome 38 (2010) no. 1, p. 1143-1179 / Harvested from Project Euclid
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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.
Publié le : 2010-05-15
Classification:  Stochastic partial differential equation,  obstacle problem,  backward doubly stochastic differential equation,  regular potential,  regular measure,  60H15,  60G46,  35H60 
@article{1275486190,
     author = {Matoussi, Anis and Stoica, Lucretiu},
     title = {The obstacle problem for quasilinear stochastic PDE's},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1143-1179},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1275486190}
}

Matoussi, Anis; Stoica, Lucretiu. The obstacle problem for quasilinear stochastic PDE’s. Ann. Probab., Tome 38 (2010) no. 1, pp.  1143-1179. http://gdmltest.u-ga.fr/item/1275486190/