The Evans-Krylov theorem for nonlocal fully nonlinear equations

DOI10.4007/annals.2011.174.2.9zbMath1232.49043arXiv0905.1339OpenAlexW2103569514MaRDI QIDQ640809

Publication date: 20 October 2011

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1339

zbMATH Keywords

integro-differential equations Bellman equation Evans-Krylov theorem jump Lévy processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear boundary value problems for linear elliptic equations (35J65) Regularity of solutions in optimal control (49N60)

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