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An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control |
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| Authors: | H. Abels |
| Affiliation: | a Max Planck Institute for Mathematics in the Sciences, Inselstraße 22, D-04103 Leipzig, Germany b Institut für Angewandte Mathematik, Universität Bonn, Beringstraße 6, D-53115 Bonn, Germany |
| Abstract: | Given a bounded domain Ω⊂Rd and two integro-differential operators L1, L2 of the form  we study the fully nonlinear Bellman equation(0.1) |
| Keywords: | 35J60 47G20 60J75 93E20 |
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