An Overview of Viscosity Solutions of Path-Dependent PDEs
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Publication:5374169
DOI10.1007/978-3-319-11292-3_15zbMath1384.35042arXiv1408.5267OpenAlexW2118626917MaRDI QIDQ5374169
Zhenjie Ren, Jianfeng Zhang, Nizar Touzi
Publication date: 9 April 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.5267
Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Initial value problems for second-order parabolic equations (35K15) Viscosity solutions to PDEs (35D40)
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