Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530)

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scientific article; zbMATH DE number 6837141
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Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators
scientific article; zbMATH DE number 6837141

    Statements

    title
    Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (English)
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    DOI
    10.1137/17M1130241
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    author
    Erhan Bayraktar
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    Qingshuo Song
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    publication date
    12 February 2018
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    Mathematics Subject Classification ID
    60H30
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    47G20
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    93E20
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    60J75
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    49L25
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    35J60
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    35J66
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    zbMATH DE Number
    6837141
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    zbMATH Keywords
    boundary value problem
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    Skorokhod topology
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    integro-differential equation
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    viscosity solution
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    Lévy process
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    stochastic exit control problem
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    cites work
    Q4888858
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    Q4269108
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    Q4399897
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    Q5700325
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    Q4435813
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    Q4937701
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    OpenAlex ID
    W2785430371
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