Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs
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Publication:4592862
DOI10.1137/16M1090338MaRDI QIDQ4592862
Zhenjie Ren, Jianfeng Zhang, Nizar Touzi
Publication date: 9 November 2017
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.05910
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)
Related Items (25)
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