On singular perturbations in variational inequalities

DOI10.1016/0022-247X(83)90218-4zbMath0528.49003MaRDI QIDQ787091

O. Bennouna

Publication date: 1983

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingsingular perturbationsparabolic variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Singular perturbations in context of PDEs (35B25) Initial-boundary value problems for second-order parabolic equations (35K20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
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