A probabilistic approach to second order variational inequalities with bilateral constraints

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dc.creatorGhosh, Mrinal K
dc.creatorRao, K S Mallikarjuna
dc.date2004-06-04
dc.date.accessioned2026-07-07T05:08:52Z
dc.date.available2026-07-07T05:08:52Z
dc.descriptionWe study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to this solution. As an application, we study a stochastic game with stopping times and show the existence of a saddle point equilibrium.
dc.description12 pages, no figures, no tables
dc.identifierhttps://arxiv.org/abs/math/0406076
dc.identifierhttp://arxiv.org/abs/math/0406076
dc.identifierProc. Indian Acad. Sci. (Math. Sci.), Vol. 113, No. 4, November 2003, pp. 431-442
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71434
dc.subjectAnalysis of PDEs
dc.subjectProbability
dc.titleA probabilistic approach to second order variational inequalities with bilateral constraints
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