Crandall-Lions Viscosity Solutions for Path-Dependent PDEs: The Case of Heat Equation
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 PDEs can play a central role in the study of certain classes of...
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| Main Authors: | , |
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| Format: | Journal Article |
| Language: | English |
| Published: |
29-11-2019
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| Subjects: | |
| Online Access: | Get full text |
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