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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Hindawi Limited
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/968093 |
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doaj-f7b345a4cf884b84a123f2cf76d271f02020-11-24T22:39:19ZengHindawi LimitedAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/968093968093Comparison Theorem for Nonlinear Path-Dependent Partial Differential EquationsFalei Wang0School of Mathematics, Shandong University, Jinan, Shandong 250100, ChinaWe 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 its applications.http://dx.doi.org/10.1155/2014/968093 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Falei Wang |
| spellingShingle |
Falei Wang Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations Abstract and Applied Analysis |
| author_facet |
Falei Wang |
| author_sort |
Falei Wang |
| title |
Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations |
| title_short |
Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations |
| title_full |
Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations |
| title_fullStr |
Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations |
| title_full_unstemmed |
Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations |
| title_sort |
comparison theorem for nonlinear path-dependent partial differential equations |
| publisher |
Hindawi Limited |
| series |
Abstract and Applied Analysis |
| issn |
1085-3375 1687-0409 |
| publishDate |
2014-01-01 |
| description |
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 its applications. |
| url |
http://dx.doi.org/10.1155/2014/968093 |
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AT faleiwang comparisontheoremfornonlinearpathdependentpartialdifferentialequations |
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1725709596995092480 |