Study of weak solutions of variational inequality systems with degenerate parabolic operators and quasilinear terms arising Americian option pricing problems-Reference-Cited by-同舟云学术

Study of weak solutions of variational inequality systems with degenerate parabolic operators and quasilinear terms arising Americian option pricing problems

Published:2022 Issue:11 Volume:7 Page:19758-19769
ISSN:2473-6988
Container-title:AIMS Mathematics
language:
Short-container-title:MATH

Author:

Li Jia,Bi Changchun

Abstract

<abstract><p>In this paper, we study variational inequality systems with quasilinear degenerate parabolic operators in a bounded domain. As a series of penalty problems, the existence of the solutions in the weak sense is proved by a limit process. The uniqueness of the solution is also proved.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Mathematics

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