Uniqueness for Integro-PDE in Hilbert Spaces |
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| Authors: | Andrzej Świe̢ch Jerzy Zabczyk |
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| Affiliation: | 1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332, USA
2. Institute of Mathematics, Polish Academy of Sciences, ?niadeckich 8, 00-950, Warsaw, Poland
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| Abstract: | The paper deals with fully nonlinear integro-PDE of Hamilton-Jacobi-Bellman type with unbounded terms in infinite dimensional Hilbert spaces. A notion of viscosity solution is introduced for such integro-PDE and a general comparison theorem is proved. |
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