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arXiv · 1805.06955

Coupling Levy measures and comparison principles for viscosity solutions

Nestor Guillen·Chenchen Mou·Andrzej Swiech
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Abstract

We prove new comparison principles for viscosity solutions of non-linear integro-differential equations. The operators to which the method applies include but are not limited to those of L\'evy-It\^o type. The main idea is to use an optimal transport map to couple two different L\'evy measures, and use the resulting coupling in a doubling of variables argument

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Nestor Guillen, Chenchen Mou, Andrzej Swiech. 2018-05-17. Coupling Levy measures and comparison principles for viscosity solutions. https://arxiv.org/abs/1805.06955

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