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 Itô’s formula and estimates for the positive part of a local solution which is non-positive on the lateral boundary. Our method is based on a version of Moser’s iteration scheme developed first by Aronson and… (More)

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