Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (Q722074)
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English | 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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