The existence and uniqueness result for Quasilinear Stochastic PDEs with Obstacle under weaker integrability conditions

2013/04/16 by Laurent Denis, Denis, Laurent, Anis Matoussi +3
Economics, Econometrics and Finance · Mathematics · #31B150 #35R60 #60H15 #Differential Equations and Numerical Methods #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:31B150 #msc:35R60 #msc:60H15

paper · pdf · doi:10.48550/arxiv.1304.5105

formerly part of arXiv:1210.3445. arXiv admin note: text overlap with arXiv:1301.1221, arXiv:1202.3296

arxiv created 2013/04/16 · openalex publication_date 2013/04/16 · arxiv updated 2013/04/19 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier.

Citations

• Maximum Principle for Quasilinear Stochastic PDEs with Obstacle
• The Obstacle Problem for Quasilinear Stochastic PDEs with non-homogeneous operator

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