30 citations · 119 across the 28 of their papers we have counts for
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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-…
math.AP2014★ 8 cited
Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs
Zhenjie Ren
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type a…