System of Nonlinear Second-Order Parabolic Partial Differential Equations with Interconnected Obstacles and Oblique Derivative Boundary Conditions on Non-Smooth Time-Dependent Domains

In this paper, we consider a system of fully non linear second order parabolic partial differential equations with interconnected obstacles and boundary conditions on non smooth time-dependent domains. We prove existence and uniqueness of a continuous viscosity solution. This system is the HJB syste...

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