Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations

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

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Bibliographic Details
Main Author: Falei Wang
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/968093