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
    0 references
    9 November 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    path-dependent PDEs
    0 references
    viscosity solutions
    0 references
    reflected backward stochastic differential equations
    0 references
    variational inequalities
    0 references
    0 references
    0 references