scientific article; zbMATH DE number 2225888

MaRDI QIDQ5702801zbMATH OpenFDO

Authors Adrien Blanchet, Jean Dolbeault, Régis Monneau

Publication date 8 November 2005

Full work available at URL https://arxiv.org/abs/math/0410330

zbMATH Keywords

blow upLiouville's resultsmonotonicitysmooth fit

Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Free boundary problems for PDEs (35R35)

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• Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems
• Erratum to ``On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
• A parabolic variational inequality arising from the valuation of strike reset options
• A variational inequality arising from European option pricing with transaction costs

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