The obstacle problem for quasilinear stochastic PDEs with degenerate operator

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:129

Article

Yang, Xue¹  Zhang, Jing² 

[1] Tianjin Univ, Sch Math, Tianjin, Peoples R China

[2] Fudan Univ, Sch Math Sci, Shanghai, Peoples R China

关键词: Stochastic partial differential equations;    Degenerate operator;    Hormander condition;    L-p-estimate;    De Giorgi's iteration;   

DOI  :  10.1016/j.spa.2018.08.009

来源: Elsevier

【 摘 要 】

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 L-p-estimates for the time-space uniform norm of weak solutions. (C) 2018 Published by Elsevier B.V.

【 授权许可】

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