System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains

DOI10.1007/s00245-023-10012-6zbMath1518.35224OpenAlexW4313306532MaRDI QIDQ6166344

Manal Jakani

Publication date: 6 July 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-023-10012-6

zbMATH Keywords

viscosity solutionoptimal switchingfully nonlinear partial differential equationsgeneralized backward stochastic differential systemsnon-smooth time-dependent domainobliquely reflected diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Viscosity solutions to PDEs (35D40) Unilateral problems for parabolic systems and systems of variational inequalities with parabolic operators (35K87)

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