On singular perturbations in variational inequalities

DOI10.1016/0022-247X(83)90218-4zbMath0528.49003MaRDI QIDQ787091

O. Bennouna

Publication date: 1983

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stopping; singular perturbations; parabolic variational inequality

Mathematics Subject Classification ID

49J40: Variational inequalities

35K85: Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators

35B25: Singular perturbations in context of PDEs

35K20: Initial-boundary value problems for second-order parabolic equations

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

Cites Work

• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
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