标题:Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations
作者:Wang, Falei
作者机构:[Wang, FL]Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
通讯作者:Wang, FL
通讯作者地址:[Wang, FL]Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
来源:ABSTRACT AND APPLIED ANALYSIS
出版年:2014
DOI:10.1155/2014/968093
摘要:We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path omega(t) on an interval [0, t] becomes the basic variable in the place of classical variables (t, x) is an element of [0, T] x R-d. Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.
收录类别:SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84901015002&doi=10.1155%2f2014%2f968093&partnerID=40&md5=9059808e1a1ac5f2470571c436c9b13a
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