Irregular obstacles and quasi-variational inequalities of stochastic impulse control
Jens Frehse, Umberto Mosco (1982)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Jens Frehse, Umberto Mosco (1982)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Avner Friedman, Robert Jensen (1975)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Avner Friedman, Robert Jensen (1976)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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José Francisco Rodrigues, Lisa Santos (2000)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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John W. Barrett, Leonid Prigozhin (2013)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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Existence of a solution to the quasi-variational inequality problem arising in a model for sand surface evolution has been an open problem for a long time. Another long-standing open problem concerns determining the dual variable, the flux of sand pouring down the evolving sand surface, which is also of practical interest in a variety of applications of this model. Previously, these problems were solved for the special case in which the inequality is simply variational. Here, we introduce...
Biroli, Marco (1982)
Portugaliae mathematica
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