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Keywords : strong-viscosity solutions
level0_domain_s : Mathematics [math]
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A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs

Andrea Cosso , Francesco Russo
2015
Preprints, Working Papers, ... hal-00933678v2
Image document

STRONG-VISCOSITY SOLUTIONS: SEMILINEAR PARABOLIC PDEs AND PATH-DEPENDENT PDEs

Andrea Cosso , Francesco Russo
Osaka Journal of Mathematics, 2019, 56 (2), pp.323-373
Journal articles hal-01145301v3