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A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary

Della Corte, Serena et al.
arXiv (All) · Papers
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49l2549q22analysis-of-pdesprobability
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous treatment of diffusive as well as jump terms. Estimates in the pro
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