Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators

DOI10.1137/17M1130241zbMath1386.60234OpenAlexW2785430371MaRDI QIDQ4602530

Qingshuo Song, Erhan Bayraktar

Publication date: 12 February 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1130241

zbMATH Keywords

viscosity solutionboundary value problemSkorokhod topologyintegro-differential equationLévy processstochastic exit control problem

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Integro-differential operators (47G20) Nonlinear boundary value problems for nonlinear elliptic equations (35J66)

Related Items

Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion, Exit Problems as the Generalized Solutions of Dirichlet Problems

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