Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result

DOI10.1016/j.na.2016.09.006zbMath1351.35244arXiv1508.04669OpenAlexW2529104368MaRDI QIDQ334112

Said Hamadène

Publication date: 31 October 2016

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.04669

zbMATH Keywords

viscosity solutionnon-local operatorbackward stochastic differential equation with jumpsintegral-partial differential equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

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