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

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Abstract

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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  1. Department of Mathematics, UCLA, Los Angeles, CA, 90095, USA

    Chenchen Mou

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  1. Chenchen Mou
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Mou, C. Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs. J Dyn Diff Equat 31, 719–743 (2019). https://doi.org/10.1007/s10884-018-9649-z

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  • DOI: https://doi.org/10.1007/s10884-018-9649-z

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