Strong-viscosity solutions: classical and path-dependent PDEs
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Viscosity solutions to PDEs (35D40) Semilinear parabolic equations (35K58) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Abstract: The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily adapted to more general equations than classical partial differential equations. First, we introduce the notion of strong-viscosity solution for semilinear parabolic partial differential equations, defining it, in a few words, as the pointwise limit of classical solutions to perturbed semilinear parabolic partial differential equations; we compare it with the standard definition of viscosity solution. Afterwards, we extend the concept of strong-viscosity solution to the case of semilinear parabolic path-dependent partial differential equations, providing an existence and uniqueness result.
Recommendations
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- scientific article; zbMATH DE number 696902 (Why is no real title available?)
- scientific article; zbMATH DE number 1088178 (Why is no real title available?)
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Cited in
(18)- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
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