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Viscosity solutions of fully nonlinear functional parabolic PDE

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  • Liu Wei-an
  • Lu Gang

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.

Suggested Citation

  • Liu Wei-an & Lu Gang, 2005. "Viscosity solutions of fully nonlinear functional parabolic PDE," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2005, pages 1-12, January.
    • Handle: RePEc:hin:jijmms:149792
    DOI: 10.1155/IJMMS.2005.3539
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