Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions
DOI10.1007/s10884-021-09957-5zbMath1516.35193arXiv1905.05426OpenAlexW3135595683WikidataQ115383277 ScholiaQ115383277MaRDI QIDQ6103308
Said Hamadène, Sarra Neffati, Mohammed Mnif
Publication date: 2 June 2023
Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05426
viscosity solutionnonlocal termsintegro-partial differential equationsswitching problemreflected backward stochastic differential equations with jumpsinterconnected obstacles
Differential games and control (49N70) Existence of solutions for minimax problems (49J35) Stochastic integrals (60H05) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)
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