Solvability of Dirichlet problem with Integro-differential Operator
Analysis of PDEs
2017-11-08 v8
Abstract
This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the continuity set of the exit time operators under Skorohod topology.
Cite
@article{arxiv.1602.06109,
title = {Solvability of Dirichlet problem with Integro-differential Operator},
author = {Erhan Bayraktar and Qingshuo Song},
journal= {arXiv preprint arXiv:1602.06109},
year = {2017}
}
Comments
24 pages, 3 figures, To appear in SIAM Journal on Control and Optimization