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Existence and Uniqueness of Generalized Solutions of Variational Inequalities with Fourth-Order Parabolic Operators in Finance

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In the present study, we analyze a kind of variation-inequality problem based on symmetric structure, which also incorporates fourth-order parabolic operators with a degenerate type. The penalty method is used… Click to show full abstract

In the present study, we analyze a kind of variation-inequality problem based on symmetric structure, which also incorporates fourth-order parabolic operators with a degenerate type. The penalty method is used to construct the approximate solution of the variation-inequality problem, and then the existence and uniqueness of the generalized solution are studied by a limit approximation method.

Keywords: finance; existence uniqueness; fourth order; order parabolic; uniqueness generalized; parabolic operators

Journal Title: Symmetry
Year Published: 2022

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