Open AccessViscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
Author(s) -
Ibrahim Ekren,
Nizar Touzi,
Jianfeng Zhang
Publication year - 2016
Publication title -
annals of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.184
H-Index - 98
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/14-aop999
Subject(s) - preprint , viscosity solution , mathematics , viscosity , nonlinear system , path (computing) , parabolic partial differential equation , mathematical analysis , path dependent , stability (learning theory) , partial differential equation , computer science , thermodynamics , physics , quantum mechanics , machine learning , world wide web , programming language