Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. |
scientific article |
Statements
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (English)
0 references
12 May 2016
0 references
path dependent PDEs
0 references
second-order backward SDEs
0 references
nonlinear expectation
0 references
viscosity solutions
0 references
comparison principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
