Strong-viscosity solutions: classical and path-dependent PDEs
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Publication:2002602
zbMath1428.35079arXiv1505.02927MaRDI QIDQ2002602
Publication date: 12 July 2019
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.02927
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Semilinear parabolic equations (35K58) Viscosity solutions to PDEs (35D40)
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