A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations

被引:80
作者
Jakobsen, Espen R. [1 ]
Karlsen, Kenneth H.
机构
[1] Norwegian Univ Sci & Technol, Dept Math Sci, N-7491 Trondheim, Norway
[2] Univ Bergen, Dept Math, N-5008 Bergen, Norway
[3] Univ Oslo, Dept Math, Ctr Math Applicat, N-0316 Oslo, Norway
来源
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2006年 / 13卷 / 02期
关键词
integro-partial differential equation; viscosity solution; comparison principle; uniqueness; Bellman equation; Isaacs equation;
D O I
10.1007/s00030-005-0031-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We formulate and prove a non-local "maximum principle for semicontinuous functions" in the setting of fully nonlinear and degenerate elliptic integro-partial differential equations with integro operators of second order. Similar results have been used implicitly by several researchers to obtain compare/uniqueness results for integro-partial differential equations, but proofs have so far been lacking.
引用
收藏
页码:137 / 165
页数:29
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