A new technique to solve elliptic linear PDEs, called ultra weak variational formulation (UWVF) in this paper, is introduced in [B. Després, C. R. Acad. Sci. Paris, 318 (1994), pp. 939-944]. This ...
In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback