Maximum Principle for Quasilinear Stochastic PDEs with Obstacle

Published 12 Oct 2012 in math.PR | (1210.3445v2)

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.

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