Proves existence, uniqueness, and W^{1,2,p}-regularity for fully nonlinear parabolic obstacle problems with obstacles as suprema of W^{1,2,p} functions and measurable operators, with application to stopping problems.
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Existence, uniqueness, and regularity of solutions to nonlinear and non-smooth parabolic obstacle problems
Proves existence, uniqueness, and W^{1,2,p}-regularity for fully nonlinear parabolic obstacle problems with obstacles as suprema of W^{1,2,p} functions and measurable operators, with application to stopping problems.