Maximum Principle for Quasilinear Stochastic PDEs with Obstacle

Abstract

We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of It\o's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…