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- W4323321549 abstract "We consider quasi-variational inequalities (QVIs) with general non-local drivers and related systems of reflected backward stochastic differential equations (BSDEs) in a Brownian filtration. We show existence and uniqueness of viscosity solutions to the QVIs by first considering the standard (local) setting and then applying a contraction argument. In addition, the contraction argument yields existence and uniqueness of solutions to the related systems of reflected BSDEs and extends the theory of probabilistic representations of PDEs in terms of BSDEs to our specific setting." @default.
- W4323321549 created "2023-03-07" @default.
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- W4323321549 date "2023-01-01" @default.
- W4323321549 modified "2023-09-30" @default.
- W4323321549 title "Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers" @default.
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- W4323321549 doi "https://doi.org/10.1051/cocv/2023015" @default.
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