无单调条件下具有连通障碍的偏微分方程系统和切换问题的黏度解

Asymptot. Anal. Pub Date : 2018-02-13 DOI:10.3233/ASY-181508
S. Hamadène, M. Mnif, Sarra Neffati
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引用次数: 1

摘要

我们证明了一个偏微分方程系统(简称偏微分方程)的连续黏性解的存在性和唯一性,而不像hamad和Morlais的文章\cite{hamadene2013viscosity}中那样假定驱动函数的通常单调性条件。我们的方法在很大程度上依赖于偏微分方程和反射后向随机微分方程之间的联系,这些方程具有相互连接的障碍物,我们已经知道解存在并且对于一般驱动程序是唯一的。
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Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition
We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity conditions on the driver function as in Hamad\`ene and Morlais's article \cite{hamadene2013viscosity}. Our method strongly relies on the link between PDEs and reflected backward stochastic differential equations with interconnected obstacles for which we already know that the solution exists and is unique for general drivers.
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