Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs
Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs
This paper provides a probabilistic proof of the comparison result for viscosity solutions of path-dependent semilinear PDEs. We consider the notion of viscosity solutions introduced in [I. Ekren, et al., Ann. Probab., 42 (2014), pp. 204--236], which considers as test functions all those smooth processes which are tangent in mean. …