System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344)
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scientific article; zbMATH DE number 7708046
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| English | System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains |
scientific article; zbMATH DE number 7708046 |
Statements
System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (English)
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6 July 2023
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viscosity solution
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fully nonlinear partial differential equations
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obliquely reflected diffusion
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non-smooth time-dependent domain
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generalized backward stochastic differential systems
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optimal switching
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0.854119062423706
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0.8495782613754272
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0.8183109760284424
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0.8118599057197571
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