On viscosity solutions of path dependent PDEs

The Annals of Probability 2014 / 01 Vol. 42; Iss. 1

On viscosity solutions of path dependent PDEs

Ekren, Ibrahim, Keller, Christian, Touzi, Nizar, Zhang, Jianfeng
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Volume:
42
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/12-aop788
Date:
January, 2014
File:
PDF, 306 KB
english, 2014
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