5 problems
Uniqueness conjecture. The limiting system above has a unique positive and bounded solution on .
Convergence conjecture. Under these assumptions,
Kinetic integro-differential Krylov–Safonov conjecture. There exist constants and , depending only on the dimension, , and , such that
Consider a Markovian claim driven by a jump diffusion , with drift , volatility , jump coefficients , compensator measures , running loss…
General comparison with measurable ingredients conjecture. Under these assumptions, the conclusion of the comparison proposition holds with in place of .