A continuous is a viscosity solution of ( nonincreasing in its last argument) if at every point where a smooth touches from above ( has a local maximum), , and at every point where it touches from below, .
Quantitative Finance · Glossário
Quantitative Finance · Glossário
A continuous is a viscosity solution of ( nonincreasing in its last argument) if at every point where a smooth touches from above ( has a local maximum), , and at every point where it touches from below, .