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20162026
most citedOn the support of solutions of stochastic differential equations with path-dependent coefficients

11 citations · 31 across the 9 of their papers we have counts for

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math.PR2016★ 4 cited

Mild and viscosity solutions to semilinear parabolic path-dependent PDEs

Alexander Kalinin, Alexander Schied

We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appear…