On the one-dimensional parabolic obstacle problem with variable coefficients

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dc.creatorBlanchet, Adrien
dc.creatorDolbeault, Jean
dc.creatorMonneau, Regis
dc.date2004-10-14
dc.date.accessioned2026-07-07T05:13:16Z
dc.date.available2026-07-07T05:13:16Z
dc.descriptionThis 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.
dc.descriptionbcd-note
dc.identifierhttps://arxiv.org/abs/math/0410330
dc.identifierhttp://arxiv.org/abs/math/0410330
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72885
dc.subjectAnalysis of PDEs
dc.subjectMSC 2000: 35R35
dc.titleOn the one-dimensional parabolic obstacle problem with variable coefficients
dc.typetext

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