Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (Q511472): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35R60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35D40 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35J60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6687413 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
viscosity solutions | |||
Property / zbMATH Keywords: viscosity solutions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
optimal stopping | |||
Property / zbMATH Keywords: optimal stopping / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
path-dependent PDEs | |||
Property / zbMATH Keywords: path-dependent PDEs / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
comparison principle | |||
Property / zbMATH Keywords: comparison principle / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Perron's approach | |||
Property / zbMATH Keywords: Perron's approach / rank | |||
Normal rank |
Revision as of 02:54, 1 July 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations |
scientific article |
Statements
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (English)
0 references
21 February 2017
0 references
viscosity solutions
0 references
optimal stopping
0 references
path-dependent PDEs
0 references
comparison principle
0 references
Perron's approach
0 references