Viscosity solutions of fully nonlinear functional parabolic PDE release_q5poryaoxbh5fmu3pjbljjldgm

by Liu Wei-an, Lu Gang

Published in International Journal of Mathematics and Mathematical Sciences by Hindawi Limited.

2005   Volume 2005, Issue 22, p3539-3550

Abstract

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 existence and uniqueness are established by the fixed point theory.
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