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Maximum principle for quasilinear stochastic PDEs with obstacle

   
@article{EJP2716,
	author = {Laurent Denis and Anis Matoussi and Jing Zhang},
	title = {Maximum principle for quasilinear stochastic PDEs with obstacle},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {Stochastic PDE's, Obstacle problems, It\^o's formula, \$L^p-\$estimate, Local solution, Comparison theorem, Maximum principle, Moser iteration},
	abstract = {We prove a maximum principle for local solutions of quasi linear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of Ito's formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary.},
	pages = {no. 44, 1-32},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-2716},    
        url = {http://ejp.ejpecp.org/article/view/2716}}