A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
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DOI:
10.1016/j.anihpc.2005.09.002
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发表时间:
2006-09
影响因子:
1.9
通讯作者:
M. Arisawa
中科院分区:
文献类型:
--
作者:
M. Arisawa
We present a new definition of the viscosity solution for a class of integro-differential equations in a bounded open domain Ω in RN. We consider either the Dirichlet boundary condition or the Neumann boundary condition on the boundary. These equations correspond to the process which is a combination of the jumps and the Brownian motion. We give the comparison and the existence results for the viscosity solution in our new framework.