On the one-dimensional parabolic obstacle problem with variable coefficients

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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.
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Analysis of PDEs, MSC 2000: 35R35

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http://salesiana.dossiersoluciones.com/handle/123456789/72885

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410330
 http://arxiv.org/abs/math/0410330

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arXiv