Orateur
M.
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.
Auteur principal
M.
said hamadene
(LMM, Universite du Maine, Le Mans, France)
Co-auteur
Dr
Marie-Amélis Morlais
(LMM, University of Maine, Le Mans, F.)
