Regularity theorems for variational inequalities in unbounded domains and applications to stopping time problems

DOI10.1007/BF00282324zbMATH Open0271.93018MaRDI QIDQ758945FDOQ758945

Authors: A. Friedman 

Publication date: 1973

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Cites Work

• Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sur la régularité de la solution d'inéquations elliptiques
• Stochastic games and variational inequalities

Cited In (15)

• Existence of a regular solution of a quasi-variational inequality in an unbounded domain
• On \(L^p\)-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients
• Optimal annuitization and asset allocation under linear habit formation
• Parabolic variational inequalities in one space dimension and smoothness of the free boundary
• Nonlinear variational inequalities and differential games with stopping times
• Nonzero-sum games of optimal stopping for Markov processes
• Stochastic games and variational inequalities
• A class of solvable stopping games
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• Prepayment option of a perpetual corporate loan: the impact of the funding costs
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• A parabolic variational inequality in unbounded domains
• Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
• Evaluation de l'erreur d'approximation pour une inéquation parabolique rélative aux convexes dependant du temps
• Potential methods in variational inequalities

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