TY - JOUR
T1 - Strong-viscosity solutions
T2 - Classical and path-dependent pdes
AU - Cosso, Andrea
AU - Russo, Francesco
N1 - Publisher Copyright:
© 2019, Osaka University. All rights reserved.
PY - 2019/4/1
Y1 - 2019/4/1
N2 - 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.
AB - 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.
M3 - Article
AN - SCOPUS:85065564756
SN - 0030-6126
VL - 56
SP - 323
EP - 373
JO - Osaka Journal of Mathematics
JF - Osaka Journal of Mathematics
IS - 2
ER -