Viscosity solutions of nonlinear integro-differential equations
Annales de l'I.H.P. Analyse non linéaire (1996)
- Volume: 13, Issue: 3, page 293-317
- ISSN: 0294-1449
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topAlvarez, Olivier, and Tourin, Agnès. "Viscosity solutions of nonlinear integro-differential equations." Annales de l'I.H.P. Analyse non linéaire 13.3 (1996): 293-317. <http://eudml.org/doc/78384>.
@article{Alvarez1996,
author = {Alvarez, Olivier, Tourin, Agnès},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {backward nonlinear integro-differential equation; sub- and supersolutions; Perron's method; mathematical finance; stochastic utility model; viscosity solutions},
language = {eng},
number = {3},
pages = {293-317},
publisher = {Gauthier-Villars},
title = {Viscosity solutions of nonlinear integro-differential equations},
url = {http://eudml.org/doc/78384},
volume = {13},
year = {1996},
}
TY - JOUR
AU - Alvarez, Olivier
AU - Tourin, Agnès
TI - Viscosity solutions of nonlinear integro-differential equations
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1996
PB - Gauthier-Villars
VL - 13
IS - 3
SP - 293
EP - 317
LA - eng
KW - backward nonlinear integro-differential equation; sub- and supersolutions; Perron's method; mathematical finance; stochastic utility model; viscosity solutions
UR - http://eudml.org/doc/78384
ER -
References
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Citations in EuDML Documents
top- Mariko Arisawa, A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
- Guy Barles, Cyril Imbert, Second-order elliptic integro-differential equations : viscosity solutions' theory revisited
- Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
- Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
- Dan Goreac, Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
- Krzysztof A. Topolski, On the vanishing viscosity method for first order differential-functional IBVP
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