Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (Q511472): Difference between revisions

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Latest revision as of 08:56, 30 July 2024

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Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations
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    Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (English)
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    21 February 2017
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    viscosity solutions
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    optimal stopping
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    path-dependent PDEs
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    comparison principle
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    Perron's approach
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