Parabolic obstacle problems applied to finance

2007 ◽  
pp. 117-133 ◽  
Author(s):  
Arshak Petrosyan ◽  
Henrik Shahgholian
Keyword(s):  
Obstacle Problems ◽  
Parabolic Obstacle Problems

scholarly journals Hölder regularity for degenerate parabolic obstacle problems

2017 ◽  
Vol 55 (1) ◽  
pp. 1-39 ◽  
Author(s):  
Verena Bögelein ◽  
Teemu Lukkari ◽  
Christoph Scheven
Keyword(s):  
Obstacle Problems ◽  
Hölder Regularity ◽  
Parabolic Obstacle Problems ◽  
Degenerate Parabolic ◽  
Holder Regularity

scholarly journals Wiener estimates for parabolic obstacle problems

1987 ◽  
Vol 11 (9) ◽  
pp. 1005-1027 ◽  
Author(s):  
M. Biroli ◽  
U. Mosco
Keyword(s):  
Obstacle Problems ◽  
Parabolic Obstacle Problems

scholarly journals hp -TDG/IPDG for Parabolic Obstacle Problems

PAMM ◽  
2011 ◽  
Vol 11 (1) ◽  
pp. 763-764
Author(s):  
Lothar Banz ◽  
Ernst P. Stephan
Keyword(s):  
Obstacle Problems ◽  
Parabolic Obstacle Problems

Boundary regularity for linear and quasilinear variational inequalities

1989 ◽  
Vol 112 (3-4) ◽  
pp. 319-326 ◽  
Author(s):  
Gary M. Lieberman
Keyword(s):  
Boundary Conditions ◽  
Variational Inequalities ◽  
Boundary Regularity ◽  
Obstacle Problems ◽  
Parabolic Obstacle Problems ◽  
Second Derivatives ◽  
Quasilinear Problems ◽  
Derivatives Of

SynopsisA method of Jensen is extended to show that the second derivatives of the solutions of various linear obstacle problems are bounded under weaker regularity hypotheses on the dataof the problem than were allowed by Jensen. They are, in fact, weak enough that the linear results imply the boundedness of the second derivatives for quasilinear problems as well. Comparisons are made with previously known results, some of which are proved by similar methods. Both Dirichlet and oblique derivative boundary conditions are considered. Corresponding results for parabolic obstacle problems are proved.

Numerical Solution of Obstacle and Parabolic Obstacle Problems based on Piecewise Linear Systems

2009 ◽  
Author(s):  
Luigi Brugnano ◽  
Alessandra Sestini ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
Keyword(s):  
Numerical Solution ◽  
Linear Systems ◽  
Piecewise Linear ◽  
Obstacle Problems ◽  
Piecewise Linear Systems ◽  
Parabolic Obstacle Problems
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