Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\)
DOI10.1137/22m1505931zbMath1527.35450arXiv2206.13797OpenAlexW4386748680MaRDI QIDQ6073312
Publication date: 17 October 2023
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.13797
regularityLiouville theoremergodic control problemcontrolled jump diffusionsmixed local-nonlocal operators
Optimal stochastic control (93E20) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Hamilton-Jacobi equations (35F21) Integro-partial differential equations (35R09) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with control and optimization (35Q93) Liouville theorems and Phragmén-Lindelöf theorems in context of PDEs (35B53)
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