Coupling Levy measures and comparison principles for viscosity solutions
classification
🧮 math.AP
keywords
comparisoncouplingmeasuresprinciplessolutionsviscosityappliesargument
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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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