"Viscosity Solutions of Path-Dependent PDEs with Randomized Time."

Zhenjie Ren, Mauro Rosestolato (2020)

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DOI: 10.1137/18M122666X

access: closed

type: Journal Article

metadata version: 2023-08-28

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Zhenjie Ren, Mauro Rosestolato:
Viscosity Solutions of Path-Dependent PDEs with Randomized Time. SIAM J. Math. Anal. 52(2): 1943-1979 (2020)

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