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

Abstract

Abstract 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.

Keywords

• Inverse variational inequality
• Double nonlinearity parabolic operator
• Local boundedness
• Harnack inequality