On a degenerate variational inequality with Neumann boundary conditions

DOI10.1007/BF00940546zbMath0452.49017MaRDI QIDQ1148545

José Luis Menaldi

Publication date: 1982

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Neumann boundary conditionsdegenerate reflected diffusionselliptic-parabolic operatorsstopping time problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Degenerate elliptic equations (35J70) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Related Items (3)

On a degenerate variational inequality with Neumann boundary conditions ⋮ Switching and impulsive control of a reflected diffusion ⋮ Long-term average cost control problems for continuous time Markov processes: A survey

Cites Work

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• Stochastic differential equations with reflecting boundary condition in convex regions
• On a degenerate variational inequality with Neumann boundary conditions
• A singular perturbation result for variational and quasi-variational inequalities
• On the Optimal Stopping Time Problem for Degenerate Diffusions
• On degenerate elliptic-parabolic operators of second order and their associated diffusions

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