We introduce a type of fully nonlinear path-dependent (parabolic) partial differential equation (PDE) in which the path on an interval [0, ] becomes the basic variable in the place of classical variables . Then we study the comparison theorem of fully nonlinear PPDE and give some of its applications.
Falei Wang. "Comparison Theorem for Nonlinear Path-Dependent Partial Differential Equations." Abstr. Appl. Anal. 2014 (SI53) 1 - 5, 2014. https://doi.org/10.1155/2014/968093