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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,…
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…
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…
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…
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…
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…