Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions (Q1056843)

The authors study differential inequalities for second order parabolic operators with principal part not in divergence form. Problems of this type arise in stochastic game theory in which two-players differential games with optimal stopping time are considered. The authors obtain results concerning existence and uniqueness of solutions, Hölder- regularity results for generalized solutions when the obstacles are Hölder continuous, and approximation results for strong and generalized solutions.