most citedA localization of the L{é}vy operators arising in mathematical finances

1 citations · 1 across the 8 of their papers we have counts for

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8 papers

math.AP2010

Homogenization of a class of integro-differential equations with L{é}vy operators

M. Arisawa

The periodic homogenization problem of integro-differential equations of the alpha stable L{é}vy operators is studied in this paper. Thanking to the symmetry of the L{é}vy density,…

math.AP2010

An Interior Gradient Estimate for a class of Second Order Partial Differential Inequalities

M. Arisawa

A uniform gradient for functions u which satisfy a system of N second-order partial differential inequalities is given in this paper. Some structure conditions are given for the co…

math.AP2010

Multiscale Homogenizations for first-order Hamilton-Jacobi-Bellman Equations

M. Arisawa

The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization s…

math.AP20101 cited

A localization of the L{é}vy operators arising in mathematical finances

M. Arisawa

The comparison principle and the existence of the solution of the integro-differential equation with L{é}vy operators, in the framework of the viscosity solution, are shown in this…

math.AP2010

A remark on the definitions of viscosity solutions for the integro-differential equations with L{é}vy operators

M. Arisawa

The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{é}vy operator is shown in this paper. The key is Lemma 2.1, i…

math.AP2010

Homogenizations of integro-differential equations with L{é}vy operators with asymmetric and degenerate densities

M. Arisawa

We consider periodic homogenization problems for the L{é}vy operators with asymmetric L{é}vy densities. The formal asymptotic expansion used for the $\a$-stable (symmetric) L{é}vy…