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Free boundary regularity close to initial state for parabolic obstacle problem
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0002-1316-7913
2008 (English)In: Transactions of the American Mathematical Society, ISSN 0002-9947, E-ISSN 1088-6850, Vol. 360, no 4, 2077-2087 p.Article in journal (Refereed) Published
Abstract [en]

Here partial derivative(p) denotes the parabolic boundary, H is a parabolic operator with certain properties, Q(+) is the upper half of the unit cylinder in Rn+1, and the equation is satisfied in the viscosity sense. The obstacle. is assumed to be continuous (with a certain smoothness at {x(1) = 0, t = 0}), and coincides with the boundary data u(x, 0) =psi(x, 0) at time zero. We also discuss applications in financial markets.

Place, publisher, year, edition, pages
2008. Vol. 360, no 4, 2077-2087 p.
Keyword [en]
equations
Identifiers
URN: urn:nbn:se:kth:diva-17260ISI: 000251993700017Scopus ID: 2-s2.0-72149091268OAI: oai:DiVA.org:kth-17260DiVA: diva2:335303
Note
QC 20100525Available from: 2010-08-05 Created: 2010-08-05Bibliographically approved

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Shahgholian, Henrik

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