Second-Order Elliptic Integro-Differential Equations: Viscosity Solutions' Theory Revisited
Barles, Guy ; Imbert, Cyril
HAL, hal-00130169 / Harvested from HAL
The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main contribution is a new Jensen-Ishii's Lemma for integro-differential equations, which is stated for solutions with no restriction on their growth at infinity. The proof of this result, which is of course a key ingredient to prove comparison principles, relies on a new definition of viscosity solution for integro-differential equation (equivalent to the two classical ones) which combines the approach with test-functions and sub-superjets.
Publié le : 2008-05-15
Classification:  Integro-differential equations,  Lévy operators,  general nonlocal operators,  stability results,  Jensen-Ishii's Lemma,  comparison principles,  viscosity solutions,  limiting semi-jets,  35D99, 35J60, 35B05, 47G20,  [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]
@article{hal-00130169,
     author = {Barles, Guy and Imbert, Cyril},
     title = {Second-Order Elliptic Integro-Differential Equations: Viscosity Solutions' Theory Revisited},
     journal = {HAL},
     volume = {2008},
     number = {0},
     year = {2008},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00130169}
}
Barles, Guy; Imbert, Cyril. Second-Order Elliptic Integro-Differential Equations: Viscosity Solutions' Theory Revisited. HAL, Tome 2008 (2008) no. 0, . http://gdmltest.u-ga.fr/item/hal-00130169/