✦ LIBER ✦

On viscosity solutions of path dependent PDEs

✍ Scribed by Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng

Book ID: 121713588
Publisher: Institute of Mathematical Statistics
Year: 2014
Tongue: English
Weight: 306 KB
Volume: 42
Category: Article
ISSN: 0091-1798
DOI: 10.1214/12-aop788

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Viscosity Solutions to Second Order Para

Viscosity Solutions to Second Order Parabolic PDEs on Riemannian Manifolds

✍ Xuehong Zhu 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 426 KB

Viscosity Solutions of Monotonic Functio

Viscosity Solutions of Monotonic Functional Parabolic PDE

✍ Wei An Liu; Gang Lu 📂 Article 📅 2004 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 177 KB

Viscosity Solutions for a System of Inte

Viscosity Solutions for a System of Integro-PDEs and

✍ Imran H. Biswas; Espen R. Jakobsen; Kenneth H. Karlsen 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 710 KB

Probabilistic approach to homogenization

Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

✍ Rainer Buckdahn; Ying Hu; Shige Peng 📂 Article 📅 1999 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 165 KB

Stability of Solutions of Parabolic PDEs

Stability of Solutions of Parabolic PDEs with Random Drift and Viscosity Limit

✍ T. Deck; J. Potthoff; G. Våge; H. Watanabe 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 115 KB

On billiard solutions of nonlinear PDEs

✍ Mark S. Alber; Roberto Camassa; Yuri N. Fedorov; Darryl D. Holm; Jerrold E. Mars 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 99 KB

This Letter presents some special features of a class of integrable PDEs admitting billiard-type solutions, which set them apart from equations whose solutions are smooth, such as the KdV equation. These billiard solutions are weak solutions that are piecewise smooth and have first derivative discon