Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs
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Publication:6267546
DOI10.1137/16M1090338zbMath1516.35194arXiv1511.05910MaRDI QIDQ6267546
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
Publication date: 18 November 2015
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)
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