Strong-viscosity solutions: Classical and path-dependent pdes

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Abstract

The aim of the present work is the introduction of a viscosity type solution, called strongviscosity solution emphasizing also a similarity with the existing notion of strong solution in the literature. It has the following peculiarities: it is a purely analytic object; it can be easily adapted to more general equations than classical partial differential equations. First, we introduce the notion of strong-viscosity solution for semilinear parabolic partial differential equations, defining it, in a few words, as the pointwise limit of classical solutions to perturbed semilinear parabolic partial differential equations; we compare it with the standard definition of viscosity solution. Afterwards, we extend the concept of strong-viscosity solution to the case of semilinear parabolic path-dependent partial differential equations, providing an existence and uniqueness result.

Original languageEnglish
Pages (from-to)323-373
Number of pages51
JournalOsaka Journal of Mathematics
Volume56
Issue number2
Publication statusPublished - 1 Apr 2019

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