Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (Q722074): Difference between revisions

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Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
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    Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (English)
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    20 July 2018
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    semilinear variational inequality
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    divergence form operator
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    time-dependent obstacle
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    penalization method
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    reflected backward stochastic differential equation
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