Viscosity solutions of fully nonlinear functional parabolic PDE (Q2368478)
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| Language | Label | Description | Also known as |
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| English | Viscosity solutions of fully nonlinear functional parabolic PDE |
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Viscosity solutions of fully nonlinear functional parabolic PDE (English)
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19 April 2006
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The authors study the existence and uniqueness of viscosity solutions for some parabolic partial differential equations with delay. They discuss several results on the comparison principle and establish the existence of coupled viscosity sub- and super-solutions. For illustration, the retarded Bellman equation is considered.
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existence and uniqueness of viscosity solutions
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functional parabolic PDE
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Bellman equation
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