Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs

We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.

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Bibliographic Details
Published inJournal of dynamics and differential equations Vol. 31; no. 2; pp. 719 - 743
Main Author Mou, Chenchen
Format Journal Article
LanguageEnglish
Published New York Springer US 01.06.2019
Springer Nature B.V
Subjects
Applications of Mathematics
Boundary value problems
Dirichlet problem
Mathematics
Mathematics and Statistics
Ordinary Differential Equations
Partial Differential Equations
Hamilton–Jacobi–Bellman equation
35R09
93E20
35K61
47G20
Viscosity solution
Integro-PDE
35D40
45K05
Schauder estimates
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Summary:We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.
ISSN:1040-7294
1572-9222
DOI:10.1007/s10884-018-9649-z