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Maximum principle for quasilinear stochastic PDEs with obstacle


 
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1. Title Title of document Maximum principle for quasilinear stochastic PDEs with obstacle
 
2. Creator Author's name, affiliation, country Laurent Denis; University of Évry; France
 
2. Creator Author's name, affiliation, country Anis Matoussi; University of Le Mans; France
 
2. Creator Author's name, affiliation, country Jing Zhang; University of Évry; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stochastic PDE's, Obstacle problems, It\^o's formula, $L^p-$estimate, Local solution, Comparison theorem, Maximum principle, Moser iteration
 
3. Subject Subject classification 60H15; 35R60; 31B150
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-05-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2716
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2716
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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