Affordable Access

Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs

Authors
  • Ren, Zhenjie
Type
Preprint
Publication Date
Feb 11, 2016
Submission Date
Jan 21, 2014
Identifiers
arXiv ID: 1401.5210
Source
arXiv
License
Yellow
External links

Abstract

This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated on some partial differential equation defined locally by freezing the path.

Report this publication

Statistics

Seen <100 times