A localization of the L{\'e}vy operators arising in mathematical finances

zbMath1152.45306arXiv1012.3108MaRDI QIDQ3518424

Mariko Arisawa

Publication date: 7 August 2008

Full work available at URL: https://arxiv.org/abs/1012.3108

zbMATH Keywords

viscosity solutionsnonlinear integro-partial differential equationuniform Hölder continuity

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10)

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