The existence of a solution to a class of degenerate parabolic variational inequalities

被引:2
作者
Sun, Yudong [1 ]
Shi, Yimin [2 ]
机构
[1] Guizhou Minzu Univ, Sch Sci, Guiyang 550025, Guizhou, Peoples R China
[2] Northwestern Polytech Univ, Sch Sci, Xian 710072, Peoples R China
来源
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2015年
关键词
parabolic variational inequality; weak solution; penalty method; existence;
D O I
10.1186/s13660-015-0727-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the degenerate parabolic variational inequality problem in a bounded domain. First, the weak solutions of the variational inequality are defined. Second, the existence of the solutions in the weak sense are proved by using the penalty method and the reduction method.
引用
收藏
页数:11
相关论文
共 9 条
[1]  
[Anonymous], DEGENERATE PARABOLIC
[2]  
[Anonymous], 1968, Amer. Math. Soc., Transl. Math. Monographs
[3]   Parabolic variational inequality with parameter and gradient constraints [J].
Chen, Xiaoshan ;
Chen, Yingshan ;
Yi, Fahuai .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2012, 385 (02) :928-946
[4]   American lookback option with fixed strike price-2-D parabolic variational inequality [J].
Chen, Xiaoshan ;
Yi, Fahuai ;
Wang, Lihe .
JOURNAL OF DIFFERENTIAL EQUATIONS, 2011, 251 (11) :3063-3089
[5]  
SUN Y, 2014, J INEQUAL APPL, V8
[6]   An integro-differential parabolic variational inequality arising from the valuation of double barrier American option [J].
Sun Yudong ;
Shi Yimin ;
Gu Xin .
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 27 (02) :276-288
[7]   A free boundary problem arising from pricing convertible bond [J].
Yang, Zhou ;
Yi, Fahuai .
APPLICABLE ANALYSIS, 2010, 89 (03) :307-323
[8]   A variational inequality arising from American installment call options pricing [J].
Yang, Zhou ;
Yi, Fahuai .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2009, 357 (01) :54-68
[9]   Some results on a class of degenerate parabolic equations not in divergence form [J].
Zhou, WS ;
Wu, ZQ .
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2005, 60 (05) :863-886