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Winter 1982 Asymptotic behavior for the free boundary of parabolic variational inequalities and applications to sequential analysis
Avner Friedman
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Illinois J. Math. 26(4): 653-697 (Winter 1982). DOI: 10.1215/ijm/1256046603

Abstract

We consider a solution of a parabolic variational inequality in one space variable. The obstacle is the minimum of two functions, and the inhomogeneous term has a singularity as $t \downarrow 0$. It is shown that the free boundary consists of two curves initiating at a point on $t=0$; their behavior as $t \downarrow 0$ is studied. An application is given to problems in sequential analysis with two or three hypotheses.

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Avner Friedman. "Asymptotic behavior for the free boundary of parabolic variational inequalities and applications to sequential analysis." Illinois J. Math. 26 (4) 653 - 697, Winter 1982. https://doi.org/10.1215/ijm/1256046603

Information

Published: Winter 1982
First available in Project Euclid: 20 October 2009

MathSciNet: MR674232
Digital Object Identifier: 10.1215/ijm/1256046603

Subjects:
Primary: 35K85
Secondary: 49A29 , 93E20

Rights: Copyright © 1982 University of Illinois at Urbana-Champaign

Vol.26 • No. 4 • Winter 1982
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