The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition

DOI10.1142/S0219493719500394zbMath1423.60098arXiv1804.09051WikidataQ114072609 ScholiaQ114072609MaRDI QIDQ5237304

Xue Yang, Jing Zhang, Yuchao Dong

Publication date: 17 October 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.09051

zbMATH Keywords

comparison theoremstochastic partial differential equationsNeumann boundary conditionpenalization methodobstacle problemItô's formulaparabolic potentialregular 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

The obstacle problem for stochastic porous media equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution
• Stochastic Equations in Infinite Dimensions