Viscosity Solutions of Obstacle Problems for Fully Nonlinear Path-dependent PDEs

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：sese4546

【摘要】

：

　　In this talk,we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous i

【作者】

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Ekren Ibrahim

【机构】

：

ETH Zurich

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

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2015年期

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　　In this talk,we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in(t,w),and generator Lipschitz continuous in(y,z,r).

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Viscosity Solutions of Obstacle Problems for Fully Nonlinear Path-dependent PDEs

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