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
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
viscosity solutionsviscosity subsolutionviscosity supersolution[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+operator&go=Go L��vy operator]
Integro-partial differential equations (45K05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Financial Modelling with Jump Processes
- A non-local regularization of first order Hamilton-Jacobi equations
- User’s guide to viscosity solutions of second order partial differential equations
- Backward stochastic differential equations and integral-partial differential equations
- Minimal entropy martingale measures of jump type price processes in incomplete assets markets
- Viscosity solutions of nonlinear integro-differential equations
- Computational Methods for Option Pricing
- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
- 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
- Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
- Some ergodic problems for Hamilton-Jacobi equations in Hilbert space
Cited In (12)
- Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate 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
- 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
- Optimal Stopping Problem Associated with Jump-diffusion Processes
- Uniqueness for integro-PDE in Hilbert spaces
This page was built for publication: A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q850174)
