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Gradient bounds for solutions of degenerate variational inequalities

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Abstract

We note here that a technique of Oleinik for obtaining derivative estimates for degenerate second-order elliptic equations applies even to certain degenerate variational inequalities.

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References

  1. J. L. Menaldi, On the optimal stopping time problem for degenerate diffusions, to appear in SIAM J. Control & Optimization.

  2. O. A. Oleinik and E. V. Radkevic,Second Order Equations with Nonnegative Characteristic Form, American Mathematics Society: New York, 1973.

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  3. D. W. Stroock and S. R. S. Varadhan,Multidimensional Diffusion Processes, Springer-Verlag: New York, 1979.

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Authors and Affiliations

  1. Department of Mathematics, University of Kentucky, 40506, Lexington, Kentucky, USA

    Lawrence C. Evans & José-Luis Menaldi

Authors
  1. Lawrence C. Evans
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  2. José-Luis Menaldi
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Additional information

Communicated by J.-L. Lions

Supported in part by NSF Grant 77-01952; Alfred P. Sloan Fellow 1979–81.

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Evans, L.C., Menaldi, JL. Gradient bounds for solutions of degenerate variational inequalities. Appl Math Optim 7, 247–252 (1981). https://doi.org/10.1007/BF01442119

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  • DOI: https://doi.org/10.1007/BF01442119

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