A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
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Cites work
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- A non-local regularization of first order Hamilton-Jacobi equations
- Backward stochastic differential equations and integral-partial differential equations
- Computational Methods for Option Pricing
- Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
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- Financial Modelling with Jump Processes
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Cited in
(14)- Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
- Consumption-investment problem with transaction costs for Lévy-driven price processes
- Semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in \(\mathbb{R}^n\)
- Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case
- On the Dirichlet problem for second-order elliptic integro-differential equations
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
- Uniqueness of viscosity solutions for a class of integro-differential equations
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
- Uniqueness for integro-PDE in Hilbert spaces
- Homogenization of a Class of Integro-Differential Equations with Lévy Operators
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result
- Optimal stopping problem associated with jump-diffusion processes
- Coupling Lévy measures and comparison principles for viscosity solutions
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