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20122026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 104 across the 30 of their papers we have counts for

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math.AP2019★ 5 cited

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…