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

  • Chenchen MouEmail author
Article
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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.

Keywords

Integro-PDE Viscosity solution Hamilton–Jacobi–Bellman equation Schauder estimates 

Mathematics Subject Classification

35R09 35D40 35K61 45K05 47G20 93E20 

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Authors and Affiliations

  1. 1.Department of MathematicsUCLALos AngelesUSA

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