1-4 September 2015
Angers - France
Europe/Paris timezone

Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity condition

4 Sep 2015, 17:10
30m
Angers - France

Angers - France

Speaker

Mr said hamadene (LMM, Universite du Maine, Le Mans, France)

Description

In this talk, we discuss a new existence and uniqueness result of a continuous viscosity solution for integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver which is classically assumed in the literature of viscosity solution of equation with a non local term. Our method is based on the link of those IPDEs with backward stochastic differential equations (BSDEs in short) with jumps for which we already know that the solution exists and is unique.

Primary author

Mr said hamadene (LMM, Universite du Maine, Le Mans, France)

Co-author

Dr Marie-Amélis Morlais (LMM, University of Maine, Le Mans, F.)

Presentation Materials