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Volumn 13, Issue 3, 1996, Pages 293-317

Viscosity solutions of nonlinear integro-differential equations

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; NONLINEAR EQUATIONS;

BOUNDED SOLUTION; CAUCHY PROBLEM; EXISTENCE OF SOLUTION; POISSON PROCESS; SOLUTION UNIQUENESS; STOCHASTIC EQUATION; VISCOSITY SOLUTION;

INTEGRODIFFERENTIAL EQUATIONS;

EID: 0030351484 PISSN: 02941449 EISSN: None Source Type: Journal
DOI: 10.1016/S0294-1449(16)30106-8 Document Type: Article

Times cited : (125)

References (12)

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- Duffie, D.¹ Lions, P.L.²

6
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- The Theory of Stochastic Processes
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- (1979)
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7
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- Ishii, H.¹

8
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9
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- Adapted solutions of a backward stochastic differential equation
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10
- 0011991991
- Equations d’Hamilton-Jacobi du premier ordre avec termes intégro-différentiels, Parties I & II
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