Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex ObstaclesReportar como inadecuado




Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Applied Mathematics and Optimization

pp 1–26

First Online: 02 November 2016

Abstract

We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it can be approximated by the penalization method. Our proofs are based upon probabilistic methods from the theory of Markov processes and the theory of backward stochastic differential equations.

KeywordsSemilinear variational inequality Divergence form operator Time-dependent obstacle Penalization method Reflected backward stochastic differential equation Mathematics Subject ClassificationPrimary 35K87 Secondary 60H30  Download fulltext PDF



Autor: Tomasz Klimsiak - Andrzej Rozkosz - Leszek Słomiński

Fuente: https://link.springer.com/







Documentos relacionados