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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.doi:10.1214/ejp.v19-2716 fatcat:vvoa5u3tmvgobl2y2qpgos2y7e