Christian Keller

Viscosity and Minimax Solutions for Path-Dependent Hamilton–Jacobi Equations in Infinite Dimensions and Related Differential Games

Abstract We establish new results for path-dependent Hamilton–Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [2]. Under more general assumptions than in the cited paper (and more general than...