The obstacle problem for quasilinear stochastic PDEs with degenerate operator

DOI10.1016/j.spa.2018.08.009zbMath1422.60116arXiv1804.09050OpenAlexW2964274872WikidataQ114130814 ScholiaQ114130814MaRDI QIDQ2274292

Jing Zhang, Xue Yang

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.09050

zbMATH Keywords

stochastic partial differential equations\(L^p\)-estimateHörmander conditiondegenerate operatorDe Giorgi's iteration

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Potentials and capacities, extremal length and related notions in higher dimensions (31B15)

Related Items

The obstacle problem for stochastic porous media equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• The obstacle problem for quasilinear stochastic PDE's
• White noise driven quasilinear SPDEs with reflection
• Inéquations d'évolution paraboliques avec convexes dependant du temps. Applications aux inéquations quasi-variationnelles d'évolution
• White noise driven SPDEs with reflection
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• A general analytical result for non-linear {SPDE}'s and applications
• Maximum principle for quasilinear stochastic PDEs with obstacle
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution
• Hörmander's Theorem for Parabolic Equations with Coefficients Measurable in the Time Variable
• On the Green's function for second order parabolic differential equations with discontinuous coefficients

This page was built for publication: The obstacle problem for quasilinear stochastic PDEs with degenerate operator