Viscosity solutions for systems of parabolic variational inequalities (Q605043)

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Viscosity solutions for systems of parabolic variational inequalities
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    title
    Viscosity solutions for systems of parabolic variational inequalities (English)
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    DOI
    10.3150/09-BEJ204
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    author
    Lucian Maticiuc
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    Etienne Pardoux
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    Aurel Răşcanu
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    published in
    Bernoulli
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    publication date
    12 November 2010
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    Mathematics Subject Classification ID
    35R70
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    35D40
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    35K86
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    60H10
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    zbMATH DE Number
    5815971
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    zbMATH Keywords
    Feynman-Kac formula
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    systems of variational inequalities
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    viscosity solutions
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