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Local boundedness and Harnack inequality for an inverse variational inequality problem with double nonlinear parabolic operator in finance

  • Jia Li,
  • Zhipeng Tong

摘要

The objective of this paper is to investigate a class of initial boundary value problems for inverse variational inequalities that arise from financial matters. By utilizing the energy inequality on a localized cylindrical region and the Caffarelli–Kohn–Nirenberge inequality, we establish the local boundedness and the Harnack inequality of weak solutions to the variational inequality.