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

DOI10.1512/iumj.2016.65.5921zbMath1366.35210arXiv1503.03126OpenAlexW2963252736MaRDI QIDQ2963310

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 solutionHölder continuityLipschitz continuitysemiconcavityintegro-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 (5)

Perron's method for nonlocal fully nonlinear equations ⋮ Regularity theory for second order integro-PDEs ⋮ Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem ⋮ Existence of \(C^\alpha \) solutions to integro-PDEs ⋮ The Bernstein technique for integro-differential equations

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