System of Nonlinear Second-Order Parabolic Partial Differential Equations with Interconnected Obstacles and Oblique Derivative Boundary Conditions on Non-Smooth Time-Dependent Domains
Author:
Funder
Campus France
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-023-10012-6.pdf
Reference21 articles.
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3. Costantini, C., Gobet, E., El Karoui, N.: Boundary sensitivities for diffusion processes in time dependent domains. Appl. Math. Optim. 54, 159–187 (2006)
4. Crandall, M.G., Ishii, H., Lions, P.-L.: User’s guide for viscosity solutions. Bull. Am. Math. Soc. 27(1), 1–67 (1992)
5. Djehiche, B., Hamadène, S., Popier, A.: A finite horizon optimal multiple switching problem. SIAM J. Control Optim. 48(4), 2751–2770 (2009)
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