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most citedBackward SDEs and infinite horizon stochastic optimal control

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math.AP2019

Crandall-Lions Viscosity Solutions for Path-Dependent PDEs: The Case of Heat Equation

Andrea Cosso, Francesco Russo

We address our interest to the development of a theory of viscosity solutions {à} la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the spa…