208 citations · 1.1k across the 51 of their papers we have counts for
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math.AP2015★ 3 cited
Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
We prove a comparison result for viscosity solutions of (possibly degenerate) parabolic fully nonlinear path-dependent PDEs. In contrast with the previous result in Ekren, Touzi &…
math.PR2015★ 3 cited
Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
Rainer Buckdahn, Christian Keller, Jin Ma +1
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treate…