| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527193 | Stochastic Processes and their Applications | 2014 | 35 Pages |
Abstract
This result is crucial for the newly developed theory of viscosity solutions of path-dependent PDEs as introduced in Ekren et al. (2014), in the semilinear case, and extended to the fully nonlinear case in the accompanying papers (Ekren et al. [6], [7]).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang,