Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (Q511472)
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scientific article; zbMATH DE number 6687413
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| English | Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations |
scientific article; zbMATH DE number 6687413 |
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Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations (English)
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21 February 2017
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viscosity solutions
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optimal stopping
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path-dependent PDEs
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comparison principle
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Perron's approach
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