A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
DOI10.1016/J.ANIHPC.2005.09.002zbMATH Open1105.45004OpenAlexW2000587183MaRDI QIDQ850174FDOQ850174
Authors: Mariko Arisawa 
Publication date: 15 November 2006
Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPC_2006__23_5_695_0
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Cites Work
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Cited In (13)
- Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
- On the Dirichlet problem for second-order elliptic integro-differential equations
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
- Uniqueness of viscosity solutions for a class of integro-differential equations
- Homogenization of a Class of Integro-Differential Equations with Lévy Operators
- Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case
- Optimal stopping problem associated with jump-diffusion processes
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result
- Consumption-investment problem with transaction costs for Lévy-driven price processes
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators
- Coupling Lévy measures and comparison principles for viscosity solutions
- Uniqueness for integro-PDE in Hilbert spaces
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