Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations
Keyword(s):
We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the pathωton an interval [0,t] becomes the basic variable in the place of classical variablest,x∈[0,T]×ℝd. Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.
2021 ◽
Vol 57
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pp. 92-100
1927 ◽
Vol 46
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pp. 126-135
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1985 ◽
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pp. 437-443
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1898 ◽
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pp. 283-285
2021 ◽
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