The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

DOI10.3934/dcds.2015.35.5185zbMath1335.60109arXiv1301.1221OpenAlexW2963550867MaRDI QIDQ255478

Laurent Denis, Jing Zhang, Anis Matoussi

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.1221

zbMATH Keywords

comparison theoremstochastic partial differential equationspenalization methodobstacle problemparabolic potentialspace-time white noiseItō's formulanon-homogeneous second order operatorregular measure

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 (1)

Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem

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