Solvability of Dirichlet problem with Integro-differential Operator
  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. 
Erhan Bayraktar, Qingshuo Song
math.AP