Uniqueness of viscosity solutions for a class of integro-differential equations

DOI10.1007/s00030-015-0347-9zbMath1332.35376OpenAlexW2175100292MaRDI QIDQ889860

Chenchen Mou, Andrzej Świȩch

Publication date: 9 November 2015

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-015-0347-9

zbMATH Keywords

viscosity solutioncomparison theoremintegro-PDEHamilton-Jacobi-Bellman-Isaacs equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Integro-differential operators (47G20) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

Related Items (12)

Interior regularity for nonlocal fully nonlinear equations with Dini continuous terms ⋮ Perron's method for nonlocal fully nonlinear equations ⋮ Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion ⋮ Minimizing ruin probability under the Sparre Anderson model ⋮ Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\) ⋮ Nonlocal equations with gradient constraints ⋮ Rates of convergence in periodic homogenization of nonlocal Hamilton–Jacobi–Bellman equations, ⋮ Further Time Regularity for Nonlocal, Fully Nonlinear Parabolic Equations ⋮ Optimal dividend of compound Poisson process under a stochastic interest rate ⋮ On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives ⋮ Existence of \(C^\alpha \) solutions to integro-PDEs ⋮ Coupling Lévy measures and comparison principles for viscosity solutions

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