2 papers
math.PR2018
Another method of viscosity solutions of integro-differential partial equation by concavity
Lamine Sylla
In this paper we consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) via the solution of backward stochastic differential equations(B…
math.PR2018
Reflected backward stochastic differentialequation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Levy infinite
Lamine Sylla
We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differenti…