scholarly journals Uniqueness of viscosity solutions for a class of integro-differential equations

2015 ◽  
Vol 22 (6) ◽  
pp. 1851-1882 ◽  
Author(s):  
Chenchen Mou ◽  
Andrzej Świe̜ch
Keyword(s):  
Differential Equations ◽  
Viscosity Solutions

scholarly journals Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs

2005 ◽  
Vol 2005 (1) ◽  
pp. 37-53 ◽  
Author(s):  
N. Harraj ◽  
Y. Ouknine ◽  
I. Turpin
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Viscosity Solutions ◽  
Backward Stochastic Differential Equations ◽  
Probabilistic Interpretation ◽  
Reflected Bsdes

We give a probabilistic interpretation of the viscosity solutions of parabolic integrodifferential partial equations with two obstacles via the solutions of forward-backward stochastic differential equations with jumps.

Sign in / Sign up

Export Citation Format

Share Document