Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373): Difference between revisions

In this paper, the systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms are studied, they are of min-max and max-min types and related to a multiple modes zero-sum switching game in the jump-diffusion model. For each system of penalized reflected backward SDEs with jumps and unilateral interconnected obstacles, and their associated deterministic functions, a continuous viscosity solution is constructed which is unique in the class of functions with polynomial growth.