The existence of a solution to a class of degenerate parabolic variational inequalities

DOI10.1186/s13660-015-0727-zzbMath1381.35101OpenAlexW1858278065WikidataQ59435037 ScholiaQ59435037MaRDI QIDQ259865

Yudong Sun, Yimin Shi

Publication date: 18 March 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0727-z

zbMATH Keywords

weak solutionexistencepenalty methodparabolic variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55) Weak solutions to PDEs (35D30) Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators (35K86)

Related Items (1)

Study of weak solutions for parabolic variational inequalities with nonstandard growth conditions

Cites Work

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• An integro-differential parabolic variational inequality arising from the valuation of double barrier American option
• American lookback option with fixed strike price-2-D parabolic variational inequality
• Parabolic variational inequality with parameter and gradient constraints
• A variational inequality arising from American installment call options pricing
• Some results on a class of degenerate parabolic equations not in divergence form
• Second-order integro-differential parabolic variational inequalities arising from the valuation of American option
• A free boundary problem arising from pricing convertible bond
• Partial Differential Equations

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