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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| Format: | Article |
| Language: | English |
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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 |