Obstacle problems for parabolic SDEs with Hölder continuous diffusion: From weak to strong solutions
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DOI: 10.1016/j.jmaa.2017.01.044
Abstract: Abstract The article focuses on the qualitative analysis of the following stochastic variational inequality d u ( t ) + A ( t , u ( t ) ) d t + ∂ I K… read more here.
Keywords: diffusion; parabolic sdes; problems parabolic; lder continuous ... See more keywords