Semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in R^n

DOI10.1512/IUMJ.2016.65.5921MaRDI QIDQ2963310zbMATH OpenOpenAlexFDO

Authors Chenchen Mou

Publication date 13 February 2017

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.03126

zbMATH Keywords

viscosity solutionintegro-PDELipschitz continuityHamilton-Jacobi-Bellman-Isaacs equationsemiconcavityHölder continuity

Mathematics Subject Classification ID

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

Abstract: This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $mathbb{R}^n$. This class of equations includes Bellman equations containing operators of L'evy-It^o type. H"{o}lder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.

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