On the one-dimensional parabolic obstacle problem with variable coefficients

Details On the one-dimensional parabolic obstacle problem with variable coefficients On the one-dimensional parabolic obstacle problem with variable coefficients

2004-10-14

arxiv.org/abs/math/0410330v1

Mathematics

Analysis of PDEs

bcd-note

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

On the one-dimensional parabolic obstacle problem with variable coefficients does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the one-dimensional parabolic obstacle problem with variable coefficients, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the one-dimensional parabolic obstacle problem with variable coefficients will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-664829