{"title":"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","authors":"S. Hamadène, M. Mnif, Sarra Neffati","doi":"10.3233/ASY-181508","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":8603,"journal":{"name":"Asymptot. Anal.","volume":"1 1","pages":"123-136"},"PeriodicalIF":0.0000,"publicationDate":"2018-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition\",\"authors\":\"S. Hamadène, M. Mnif, Sarra Neffati\",\"doi\":\"10.3233/ASY-181508\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":8603,\"journal\":{\"name\":\"Asymptot. Anal.\",\"volume\":\"1 1\",\"pages\":\"123-136\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-02-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Asymptot. Anal.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3233/ASY-181508\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asymptot. Anal.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3233/ASY-181508","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.