Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution
From MaRDI portal
Publication:3861689
DOI10.1080/03605307908820124zbMath0426.31005OpenAlexW2015325241MaRDI QIDQ3861689
Publication date: 1979
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03605307908820124
Variational inequalities (49J40) Dirichlet forms (31C25) Connections of harmonic functions with differential equations in higher dimensions (31B35)
Related Items
The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions ⋮ Maximum principle for quasi-linear reflected backward SPDEs ⋮ Backward doubly SDEs and semilinear stochastic PDEs in a convex domain ⋮ Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form ⋮ The obstacle problem for quasilinear stochastic integral-partial differential equations ⋮ The obstacle problem for stochastic porous media equations ⋮ Conical differentiability for evolution variational inequalities ⋮ On the quasi-linear reflected backward stochastic partial differential equations ⋮ Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form ⋮ The obstacle problem for quasilinear stochastic PDEs: analytical approach ⋮ Wiener estimates for parabolic obstacle problems ⋮ The obstacle problem for parabolic minimizers ⋮ Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form ⋮ The obstacle problem for quasilinear stochastic PDEs with degenerate operator ⋮ Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles ⋮ Smooth measures and capacities associated with nonlocal parabolic operators ⋮ Regularity of Weak Solutions of Parabolic Variational Inequalities ⋮ The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition ⋮ The obstacle problem for semilinear parabolic partial integro-differential equations ⋮ Wiener's criterion for the heat equation ⋮ Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations ⋮ A penalty method approach to strong solutions of some nonlinear parabolic unilateral problems ⋮ A parabolic quasi-variational inequality related to a sto-chastic impulse control problem with quadratic growth hamiltonian ⋮ Obstacle problem for semilinear parabolic equations with measure data ⋮ The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
Cites Work
- [https://portal.mardi4nfdi.de/wiki/Publication:4104688 Dualit� convexe, temps d'arr�t optimal et contr�le stochastique]