A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators |
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Authors: | Mariko Arisawa |
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Affiliation: | aINRIA Rocquencourt, Domaine de Voluceau-Rocquencourt, BP 105, 78153 Le Chesnay Cedex, France |
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Abstract: | We prove the equivalence of the three different definitions of the viscosity solution for the integro-differential equation with the Lévy operator. The two of the definitions are known in the preceding works of the author and the others, and the last one is new. A construction of a sequence of the approximating test functions to the subsolution (or the supersolution) is indispensable for the proof, and it is done explicitly in the paper. |
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Keywords: | Integro-differential equation Lé vy operator Viscosity solution |
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