The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations

Abstract

We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic interpretation of the solution using backward doubly SDEs with jumps.

arXiv admin note: text overlap with arXiv:1010.2307 by other authors