On degenerate variational and quasi-variational inequalities of parabolic type
On degenerate variational and quasi-variational inequalities of parabolic type
复制标题
关于抛物型的简并变分和拟变分不等式
DOI:
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发表时间:
1980
期刊:
影响因子:
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通讯作者:
J. Menaldi
中科院分区:
文献类型:
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作者:
J. Menaldi
In this paper we give a characterization of the optimal cost of a stopping time problem (resp. impulse control problem) as the solution of a variational (resp. quasi variational) inequality without coercivity in the evolution case. We combine analytic and probabilistic methods.