Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation
Sign Up to like & getrecommendations! Published in 2022 at "Bernoulli"
DOI: 10.3150/21-bej1353
Abstract: We address our interest to the development of a theory of viscosity solutions a la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the space of continuous paths C([0, T ]; R^d). Path-dependent… read more here.
Keywords: crandall lions; path dependent; equation; dependent pdes ... See more keywords