Comparison theorem for nonlinear path-dependent partial differential equations
Summary: We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path \(\omega_t\) on an interval \([0, t]\) becomes the basic variable in the place of classical variables \(\left(t, x\right) \in [0, T] \times \mathbb{R}^d\). Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.
scientific article; zbMATH DE number 7023418
scientific article