Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach
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Publication:2804564
DOI10.1080/17442508.2015.1110155zbMath1337.60153arXiv1411.2266OpenAlexW808578306MaRDI QIDQ2804564
Said Hamadène, Marie-Amélie Morlais
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.2266
jumpsbackward stochastic differential equationsviscosity solutionspartial integro-differential equationsnon-local terms
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)
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