Viscosity solutions of fully nonlinear functional parabolic PDE

L Wei-an, L Gang - International journal of mathematics and …, 2005 - Wiley Online Library
L Wei-an, L Gang
International journal of mathematics and mathematical sciences, 2005Wiley Online Library
By the technique of coupled solutions, the notion of viscosity solutions is extended to fully
nonlinear retarded parabolic equations. Such equations involve many models arising from
optimal control theory, economy and finance, biology, and so forth. The comparison principle
is shown. Then the existence and uniqueness are established by the fixed point theory.
By the technique of coupled solutions, the notion of viscosity solutions is extended to fully nonlinear retarded parabolic equations. Such equations involve many models arising from optimal control theory, economy and finance, biology, and so forth. The comparison principle is shown. Then the existence and uniqueness are established by the fixed point theory.
Wiley Online Library
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