System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains

DOI10.1007/s00245-023-10012-6zbMath1518.35224OpenAlexW4313306532MaRDI QIDQ6166344

Manal Jakani

Publication date: 6 July 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-023-10012-6

zbMATH Keywords

viscosity solutionoptimal switchingfully nonlinear partial differential equationsgeneralized backward stochastic differential systemsnon-smooth time-dependent domainobliquely reflected diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Viscosity solutions to PDEs (35D40) Unilateral problems for parabolic systems and systems of variational inequalities with parabolic operators (35K87)

Cites Work

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• Continuity of the Feynman–Kac formula for a generalized parabolic equation
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition
• On the Starting and Stopping Problem: Application in Reversible Investments

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