Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs
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Publication:5210850
DOI10.1137/19M1239404zbMath1429.35215arXiv1410.7281OpenAlexW3002302304WikidataQ114074266 ScholiaQ114074266MaRDI QIDQ5210850
Nizar Touzi, Jianfeng Zhang, Zhenjie Ren
Publication date: 22 January 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.7281
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)
Related Items (6)
Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method ⋮ Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs ⋮ Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs ⋮ An Overview of Viscosity Solutions of Path-Dependent PDEs ⋮ Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs ⋮ Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
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