A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators

DOI10.1016/J.MATPUR.2008.02.005zbMATH Open1168.45008arXiv1012.3094OpenAlexW2081795476MaRDI QIDQ930282FDOQ930282

Mariko Arisawa

Publication date: 24 June 2008

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Abstract: The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{'e}vy operator is shown in this paper. The key is Lemma 2.1, in which we construct a sequence of the approximating test functions.

Full work available at URL: https://arxiv.org/abs/1012.3094

zbMATH Keywords

viscosity solutionintegro-differential equationLévy operator

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

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• User’s guide to viscosity solutions of second order partial differential equations
• Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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Cited In (8)

• EXTENSION AND DECOMPOSITION METHOD FOR DIFFERENTIAL AND INTEGRO-DIFFERENTIAL EQUATIONS
• Homogenization of a Class of Integro-Differential Equations with Lévy Operators
• On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives
• Comparison principles for nonlocal Hamilton-Jacobi equations
• Consumption-investment problem with transaction costs for Lévy-driven price processes
• Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
• Optimal Stopping Problem Associated with Jump-diffusion Processes
• A spectral dominance approach to large random matrices

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