Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions (Q1056843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions |
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Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions (English)
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1984
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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.
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differential inequalities
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stochastic game theory
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two-players differential games
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optimal stopping time
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existence
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uniqueness
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Hölder-regularity
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generalized solutions
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obstacles
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approximation
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