Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A new probabilistic approach to non local and fully non linear second
  order partial differential equations   We prove that weakly continuous solutions to martingale problems admit a
canonical regular conditional probability distribution. This allows for the
construction of time consistent convex dynamic procedures in a non dominated
setting. Making use of the martingale problem approach for continuous
diffusions and diffusions with Levy generator, we give an explicit construction
of such procedures having furthermore a Feller property. These procedures lead
to viscosity solution of fully non linear second order partial differential
equations in case of continuous diffusions. In case of diffusions with Levy
generator this provides a probabilistic approach for the resolution of non
local fully non linear second order PDE.

33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
23
The categories of this paper are: solv-int
29
The categories of this paper are: funct-an
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
1
The categories of this paper are: cs
28
The categories of this paper are: alg-geom
5
The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
20
The categories of this paper are: acc-phys
11
The categories of this paper are: hep-lat