Viscosity solutions of fully nonlinear functional parabolic PDE
By the technique of coupled solutions, the notion of viscosity solutions is extended to fully nonlinear retarded parabolic equations. Such equations involve many models arising from optimal control theory, economy and finance, biology, and so forth. The comparison principle is shown. Then the existe...
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Main Authors: | Liu Wei-an, Lu Gang |
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Format: | Article |
Language: | English |
Published: |
Wiley
2005-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Online Access: | http://dx.doi.org/10.1155/IJMMS.2005.3539 |
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