Publications
Article type
Year
Sort：
Published
Cited
Download
Open Access Research Article Issue
Study of weak solutions of variational inequality systems with degenerate parabolic operators and quasilinear terms arising Americian option pricing problems
Jia Li, Changchun Bi
AIMS Mathematics 2022, 7(11): 19758-19769
Published: 15 November 2022
Abstract PDF (228.1 KB) Collect
Downloads：1

In this paper, we study variational inequality systems with quasilinear degenerate parabolic operators in a bounded domain. As a series of penalty problems, the existence of the solutions in the weak sense is proved by a limit process. The uniqueness of the solution is also proved.

Total 1