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

DOI10.1007/BF01169001MaRDI QIDQ1056843zbMATH OpenOpenAlexFDO

Authors Maria Giovanna Garroni, Maria Agostina Vivaldi

Publication date 1984

Published in Manuscripta Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/155019

zbMATH Keywords

approximationdifferential inequalitiesexistencegeneralized solutionsHölder-regularityobstaclesoptimal stopping timestochastic game theorytwo-players differential gamesuniqueness

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Initial-boundary value problems for second-order parabolic equations (35K20) Partial differential inequalities and systems of partial differential inequalities (35R45)

Review text

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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Cites work

• Bilateral inequalities and implicit unilateral systems of the non- variational type
• scientific article; zbMATH DE number 3787538 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3638617 (Why is no real title available?)
• On a class of unilateral evolution problems
• Sur un problème de dynkin

Cited in

(4)

• A numerical approach to a class of unilateral elliptic problems of non-variational type
• Approximation results for bilateral nonlinear problems of nonvariational type
• scientific article; zbMATH DE number 3901280 (Why is no real title available?)
• Stability of free boundaries

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