Integro-differential operators associated with diffusion processes with jumps

DOI10.1007/BF01460124zbMath0513.45014WikidataQ60231303 ScholiaQ60231303MaRDI QIDQ1050578

Suzanne M. Lenhart

Publication date: 1982

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

regularity; existence; a priori estimates; diffusion process with jumps; maximum principle type operators; second order uniformly elliptic operator

Mathematics Subject Classification ID

45K05: Integro-partial differential equations

60J60: Diffusion processes

Related Items

The boundary harnack principle for some degenerate elliptic operators, HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes, Dirichlet problems with discontinuous coefficients and Feller semigroups, Solution to HJB equations with an elliptic integro-differential operator and gradient constraint, Optimal impulse control problems for degenerate diffusions with jumps, Uniqueness for integro-PDE in Hilbert spaces, Ventcel' boundary value problems for elliptic Waldenfels operators, Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs, Nonclassical boundary-value problems. II, Nonclassical boundary value problems. I. Transl. from the Russian, User’s guide to viscosity solutions of second order partial differential equations

Cites Work

• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• Elliptic Partial Differential Equations of Second Order
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