About classical solutions of the path-dependent heat equation
Résumé
This paper investigates two existence theorems for the path-dependent heat equation, which is the Kolmogorov equation related to the window Brownian motion, considered as a C([−T, 0])-valued process. We concentrate on two general existence results of its classical solutions related to different classes of final conditions: the first one is given by a cylindrical non necessarily smooth r.v., the second one is a smooth generic functional.
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