We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with j...We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with jumps. We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite.展开更多
We study the Cauchy problem of a one-dimensional nonlinear viscoelastic model with fading memory. By introducing appropriate new variables we convert the integro-partial differential equations into a hyperbolic system...We study the Cauchy problem of a one-dimensional nonlinear viscoelastic model with fading memory. By introducing appropriate new variables we convert the integro-partial differential equations into a hyperbolic system of balance laws. When it is a perturbation of a constant state, the solution is shown time asymptotically approach- ing to predetermined diffusion waves, Pointwise estimates on the convergence details are obtained.展开更多
文摘We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with jumps. We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite.
文摘We study the Cauchy problem of a one-dimensional nonlinear viscoelastic model with fading memory. By introducing appropriate new variables we convert the integro-partial differential equations into a hyperbolic system of balance laws. When it is a perturbation of a constant state, the solution is shown time asymptotically approach- ing to predetermined diffusion waves, Pointwise estimates on the convergence details are obtained.
