Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs |
scientific article |
Statements
Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (English)
0 references
9 November 2017
0 references
path-dependent PDEs
0 references
viscosity solutions
0 references
reflected backward stochastic differential equations
0 references
variational inequalities
0 references