On the one-dimensional parabolic obstacle problem with variable coefficients
Analysis of PDEs
2007-05-23 v1
Abstract
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial mathematics. It relies on various tools for the study of free boundary problems: blow-up method, monotonicity formulae, Liouville's results.
Cite
@article{arxiv.math/0410330,
title = {On the one-dimensional parabolic obstacle problem with variable coefficients},
author = {Adrien Blanchet and Jean Dolbeault and Regis Monneau},
journal= {arXiv preprint arXiv:math/0410330},
year = {2007}
}
Comments
bcd-note