Perron's method for nonlocal fully nonlinear equations
arXiv:1610.03426 · doi:10.2140/apde.2017.10.1227
Abstract
This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is uniformly elliptic in the sense of \cite{SS}, we prove the discontinuous viscosity solution is Hölder continuous and thus it is a viscosity solution.
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