Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II

3 references·16 citing·29 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2019Functional Itô calculus257 cited
2013Functional Itô calculus and stochastic integral representation of martingales252 cited
2014On viscosity solutions of path dependent PDEs181 cited

Cited by

2013Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G -Brownian motion152 cited
2013Backward stochastic differential equations driven by G -Brownian motion148 cited
2017Dynamic programming approach to principal–agent problems126 cited
2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I119 cited
2014Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation107 cited
2015BSDE, path-dependent PDE and nonlinear Feynman-Kac formula83 cited
2014Optimal stopping under nonlinear expectation78 cited
2015Feynman–Kac representation for Hamilton–Jacobi–Bellman IPDE72 cited
2014Measurability of semimartingale characteristics with respect to the probability law59 cited
2015Stochastic control for a class of nonlinear kernels and applications59 cited
2020Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls49 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2015

Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations

44 cited

2020Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions44 cited

2019A martingale approach for fractional Brownian motions and related path dependent PDEs42 cited

2017Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs38 cited

2016An infinite-dimensional approach to path-dependent Kolmogorov equations35 cited