On viscosity solutions of path dependent PDES

Annals of Probability

Volumn 42, Issue 1, 2014, Pages 204-236

  Ekren, Ibrahim ^a   Keller, Christian ^a   Touzi, Nizar ^b   Zhang, Jianfeng ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

Backward SDEs; Comparison principle; Functional it formula; Path dependent PDEs; Viscosity solutions

Indexed keywords

EID: 84893169031     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOP788     Document Type: Article

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