System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344)

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scientific article; zbMATH DE number 7708046
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System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains
scientific article; zbMATH DE number 7708046

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    System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (English)
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    6 July 2023
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    viscosity solution
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    fully nonlinear partial differential equations
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    obliquely reflected diffusion
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    non-smooth time-dependent domain
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    generalized backward stochastic differential systems
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    optimal switching
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