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

DOI10.1512/IUMJ.2016.65.5921zbMATH Open1366.35210arXiv1503.03126OpenAlexW2963252736MaRDI QIDQ2963310FDOQ2963310

Authors: Chenchen Mou 

Publication date: 13 February 2017

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

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.

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

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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)

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• Existence of \(C^\alpha \) solutions to integro-PDEs
• Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
• Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
• Title not available (Why is that?)
• Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations
• A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
• Regularity theory for second order integro-PDEs
• Perron's method for nonlocal fully nonlinear equations
• The Bernstein technique for integro-differential equations
• Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems

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