On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients

By Adrien Blanchet, Jean Dolbeault, Régis Monneau. 2006

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/57f711566a19e911e8eb72f091e32f5bb12ca31f

Citations in the corpus

• Global $C^{1}$ regularity of the value function in optimal stopping problems (2018, unknown): “Among intermediate references we note that the paper [2] studies continuity of the time derivative of solutions to parabolic free-boundary problems in one (spatial) dimension under the hypotheses that G = 0 on the stopping set (with G > 0 at the end of time) and H 0 globally in the optimal…”