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Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations

✍ Scribed by Ya. I Belopolskaya, W. A. Woyczynski


Book ID
118276701
Publisher
Springer US
Year
2013
Tongue
English
Weight
419 KB
Volume
188
Category
Article
ISSN
1573-8795

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## Abstract In this paper we prove a comparison principle between the semicontinuous viscosity sub‐ and supersolutions of the tangential oblique derivative problem and the mixed Dirichlet–Neumann problem for fully nonlinear elliptic equations. By means of the comparison principle, the existence of