Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406)
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scientific article; zbMATH DE number 7023418
| Language | Label | Description | Also known as |
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| English | Comparison theorem for nonlinear path-dependent partial differential equations |
scientific article; zbMATH DE number 7023418 |
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Comparison theorem for nonlinear path-dependent partial differential equations (English)
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14 February 2019
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Summary: We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path \(\omega_t\) on an interval \([0, t]\) becomes the basic variable in the place of classical variables \(\left(t, x\right) \in [0, T] \times \mathbb{R}^d\). Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.
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