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- W2019631755 abstract "The comparison principle and the existence of the solution of the integro-differential equation with L{'e}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate of the H{o}lder continuity of solutions is presented, by localizing the singularity of the L{'e}vy measure." @default.
- W2019631755 created "2016-06-24" @default.
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- W2019631755 date "2010-12-14" @default.
- W2019631755 modified "2023-09-24" @default.
- W2019631755 title "A localization of the L{'e}vy operators arising in mathematical finances" @default.
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- W2019631755 doi "https://doi.org/10.48550/arxiv.1012.3108" @default.
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