Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223)

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English	Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation	scientific article

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title

Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (English)

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1 February 2022

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full work available at URL

https://arxiv.org/abs/1911.13095

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https://projecteuclid.org/journals/bernoulli/volume-28/issue-1/CrandallLions-viscosity-solutions-for-path-dependent-PDEs-The-case/10.3150/21-BEJ1353.full

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zbMATH Keywords

functional Itô formula

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path-dependent partial differential equations

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viscosity solutions

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MaRDI publication profile

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Identifiers

zbMATH Open document ID

1482.35072

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DOI

10.3150/21-BEJ1353

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2073223