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

DOI10.1016/j.matpur.2008.02.005zbMath1168.45008arXiv1012.3094OpenAlexW2081795476MaRDI QIDQ930282

Mariko Arisawa

Publication date: 24 June 2008

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

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)

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Cites Work

• Applied stochastic control of jump diffusions.
• A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
• Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
• A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations
• Backward stochastic differential equations and integral-partial differential equations
• User’s guide to viscosity solutions of second order partial differential equations
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