Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209)
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scientific article
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| English | Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions |
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Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (English)
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16 February 2021
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stochastic PDEs
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path-dependent PDEs
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rough PDEs
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rough paths
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viscosity solutions
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comparison principle
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functional Itô formula
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characteristics
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rough Taylor expansion
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0.8649700284004211
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0.8558024764060974
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0.8386371731758118
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0.8359826803207397
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0.8311575651168823
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