Second-Order Elliptic Integro-Differential Equations: Viscosity Solutions' Theory Revisited

نویسندگان

  • Guy Barles
  • Cyril Imbert
چکیده

The aim of this work is to revisit viscosity solutions’ theory for second-order elliptic integrodifferential 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 testfunctions and sub-superjets.

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تاریخ انتشار 2008