Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles

DOI10.1007/s00245-016-9387-8zbMath1393.35120arXiv1606.04742OpenAlexW3101785975WikidataQ59473405 ScholiaQ59473405MaRDI QIDQ722074

Tomasz Klimsiak, Andrzej Rozkosz, Leszek Slominski

Publication date: 20 July 2018

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

Full work available at URL: https://arxiv.org/abs/1606.04742

zbMATH Keywords

penalization methodreflected backward stochastic differential equationdivergence form operatorsemilinear variational inequalitytime-dependent obstacle

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Unilateral problems for parabolic systems and systems of variational inequalities with parabolic operators (35K87)

Related Items (1)

Reflected BSDEs in non-convex domains

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