Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
Analysis of PDEs
2019-03-28 v2
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.
Keywords
Cite
@article{arxiv.1606.04742,
title = {Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles},
author = {Tomasz Klimsiak and Andrzej Rozkosz and Leszek Slominski},
journal= {arXiv preprint arXiv:1606.04742},
year = {2019}
}