Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II

DOI10.1214/15-AOP1027zbMath1394.35228arXiv1210.0007OpenAlexW3102177650MaRDI QIDQ317470

Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang

Publication date: 30 September 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.0007

zbMATH Keywords

comparison principle viscosity solutions nonlinear expectation path dependent PDEs Perron's approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)

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