Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions

DOI10.1016/0362-546X(91)90198-AzbMath0743.35031OpenAlexW2014019171MaRDI QIDQ3978477

Maria Agostina Vivaldi, Maria Giovanna Garroni

Publication date: 25 June 1992

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(91)90198-a

zbMATH Keywords

contraction mapping principleexistenceuniquenesslinearizationnonlinear boundary conditionsstopping time problemsnonlinear bilateral problems

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Reaction-diffusion equations (35K57) Fixed-point theorems (47H10)

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Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application ⋮ The boundary harnack principle for some degenerate elliptic operators ⋮ An integro-differential parabolic variational inequality connected with the problem of the American option pricing

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