The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
From MaRDI portal
Publication:3453142
DOI10.1142/S0219493715500239zbMath1327.60125arXiv1304.5105OpenAlexW2964226924MaRDI QIDQ3453142
Laurent Denis, Jing Zhang, Anis Matoussi
Publication date: 20 November 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5105
obstacle problemscomparison theoremparabolic potentialregular measuresItō's formulaquasilinear stochastic PDEs
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
Cites Work
- Unnamed Item
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
- White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
- The obstacle problem for quasilinear stochastic PDE's
- Maximum principle and comparison theorem for quasi-linear stochastic PDE's
- Dirichlet forms and analysis on Wiener space
- 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
- Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
- A general analytical result for non-linear {SPDE}'s and applications
- Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
- The obstacle problem for quasilinear stochastic PDEs: analytical approach
- \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
- Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution