We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equation.
No takes yet. Share an insight, caveat, or question.
Matoussi et al. (2010) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: