Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations

Falei Wang

Abstract and Applied Analysis, 2014, vol. 2014, 1-5

Abstract:

We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path on an interval [0, ] becomes the basic variable in the place of classical variables . Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:968093

DOI: 10.1155/2014/968093

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