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Uniqueness for integro-PDE in Hilbert spaces

By Andrzej Swiech and Jerzy Zabczyk

Abstract

The paper deals with fully nonlinear integro-PDE of Hamilton-Jacobi-Bellman type with unbounded terms in infinite dimensional Hilbert spaces. A notion of viscosity solution is introduced for such integro-PDE and a general comparison theorem is proved

Year: 2012
OAI identifier: oai:CiteSeerX.psu:10.1.1.220.8821
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