Viscosity solutions of nonlinear integro-differential equations

DOI10.1016/S0294-1449(16)30106-8zbMath0870.45002OpenAlexW1558573846MaRDI QIDQ1814669

Agnès Tourin, Olivier Alvarez

Publication date: 12 December 1996

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_1996__13_3_293_0

zbMATH Keywords

sub- and supersolutionsPerron's methodviscosity solutionsmathematical financebackward nonlinear integro-differential equationstochastic utility model

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Utility theory (91B16)

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