Abstract
This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in ℝn . This class of equations includes Bellman equations containing operators of Lévy-Itô type. Hölder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.
| Original language | English |
|---|---|
| Pages (from-to) | 1891-1920 |
| Journal | Indiana University Mathematics Journal |
| Volume | 65 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 2016 |
| Externally published | Yes |
Research Keywords
- Hamilton-Jacobi-Bellman-Isaacs equation
- Hölder continuity
- Integro-PDE
- Lipschitz continuity
- Semiconcavity
- Viscosity solution
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