19 citations · 20 across the 2 of their papers we have counts for
2 papers
math.PR2014★ 19 cited
Comparison of Viscosity Solutions of Semi-linear Path-Dependent PDEs
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
This paper provides a probabilistic proof of the comparison result for viscosity solutions of path-dependent semilinear PDEs. We consider the notion of viscosity solutions introduc…
math.AP2014★ 1 cited
An overview of Viscosity Solutions of Path-Dependent PDEs
Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall-…