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Solvability of Dirichlet problem with Integro-differential Operator (1602.06109v8)
Published 19 Feb 2016 in math.AP
Abstract: This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the continuity set of the exit time operators under Skorohod topology.
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