Regularity theorems for variational inequalities in unbounded domains and applications to stopping time problems
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Cites work
- scientific article; zbMATH DE number 3233089 (Why is no real title available?)
- scientific article; zbMATH DE number 3355566 (Why is no real title available?)
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I
- Stochastic games and variational inequalities
- Sur la régularité de la solution d'inéquations elliptiques
Cited in
(15)- Problemes de temps d’arret optimal et inequations variationnelles paraboliques
- Optimal annuitization and asset allocation under linear habit formation
- Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
- Nonlinear variational inequalities and differential games with stopping times
- Stochastic games and variational inequalities
- A class of solvable stopping games
- Existence of a regular solution of a quasi-variational inequality in an unbounded domain
- Evaluation de l'erreur d'approximation pour une inéquation parabolique rélative aux convexes dependant du temps
- Nonzero-sum games of optimal stopping for Markov processes
- Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
- On \(L^p\)-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients
- A parabolic variational inequality in unbounded domains
- Parabolic variational inequalities in one space dimension and smoothness of the free boundary
- Potential methods in variational inequalities
- Prepayment option of a perpetual corporate loan: the impact of the funding costs
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