Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs
  This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated on some partial differential equation defined locally by freezing the path. 
Zhenjie Ren (CMAP)
math.AP math.PR