The obstacle problem for quasilinear stochastic PDEs with degenerate operator

Xue Yang and Jing Zhang

Stochastic Processes and their Applications, 2019, vol. 129, issue 9, 3055-3079

Abstract: We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi’s iteration, we deduce the Lp-estimates for the time–space uniform norm of weak solutions.

Keywords: Stochastic partial differential equations; Degenerate operator; Hörmander condition; Lp-estimate; De Giorgi’s iteration (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spa.2018.08.009

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