# A probabilistic approach to second order variational inequalities with bilateral constraints

Source: [A probabilistic approach to second order variational inequalities with bilateral constraints](<https://www.sota2.com/research/paper/68fa4cda1e209131ce94fca4>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-25T08:59:21.930Z

Authors: Mrinal K Ghosh, K S Mallikarjuna Rao

Published: 2004-06-04T07:02:30.000Z

## Abstract

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to this solution. As an application, we study a stochastic game with stopping times and show the existence of a saddle point equilibrium.

## Recorded benchmark results

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## Original sources and implementation

[Original paper](<https://arxiv.org/abs/math/0406076>)

[PDF](<https://arxiv.org/pdf/math/0406076.pdf>)