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2014 Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations
Falei Wang
Abstr. Appl. Anal. 2014(SI53): 1-5 (2014). DOI: 10.1155/2014/968093

Abstract

We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path ω t on an interval [0, t ] becomes the basic variable in the place of classical variables t , x [ 0 , T ] × d . Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.

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Falei Wang. "Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations." Abstr. Appl. Anal. 2014 (SI53) 1 - 5, 2014. https://doi.org/10.1155/2014/968093

Information

Published: 2014
First available in Project Euclid: 27 February 2015

MathSciNet: MR3206832
Digital Object Identifier: 10.1155/2014/968093

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI53 • 2014
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