Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite

DOI10.1007/S10473-019-0312-5zbMath1499.35747arXiv1809.02507OpenAlexW2949343742WikidataQ115384384 ScholiaQ115384384MaRDI QIDQ2153088

Lamine Sylla

Publication date: 1 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.02507

zbMATH Keywords

viscosity solutionintegro-partial differential equationnon-local operatorreflected stochastic differential equations with jumps

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

Cites Work

• Unnamed Item
• Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result
• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Reflected backward stochastic differential equation with jumps and random obstacle
• Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs
• Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach
• Backward stochastic differential equations and integral-partial differential equations

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