The existence of a solution to a class of degenerate parabolic variational inequalities
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Cites work
- A free boundary problem arising from pricing convertible bond
- A variational inequality arising from American installment call options pricing
- American lookback option with fixed strike price-2-D parabolic variational inequality
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option
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- Parabolic variational inequality with parameter and gradient constraints
- Partial Differential Equations
- Second-order integro-differential parabolic variational inequalities arising from the valuation of American option
- Some results on a class of degenerate parabolic equations not in divergence form
Cited in
(26)- Parabolic variational inequalities with degeneration
- Existence of solutions of nonlinear degenerate systems of parabolic variational inequalities
- Application of relaxation scheme to degenerate variational inequalities.
- On double degenerate quasilinear parabolic variational inequalities
- Existence for a degenerate diffusion problem with a nonlinear operator
- On the solvability in the class of nonnegative functions of a nonlinear parabolic equation with double degeneration and a nonlocal spatial operator
- On the existence of strong solutions for a degenerate parabolic inequality with mixed boundary conditions
- Nonexistence and long time behavior of solutions to a class of nonlinear degenerate parabolic variational inequalities
- Degenerate variational inequalities of evolution
- Existence of solution a of nonlinear degenerate systems of parabolic variational inequalities
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- Existence of T-solution for degenerated problem via Minty's lemma
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