On the Strong Maximum Principle for Second Order Nonlinear Parabolic Integro-Differential Equations

Abstract: This paper is concerned with the study of the Strong Maximum Principle for semicontinuous viscosity solutions of fully nonlinear, second-order parabolic integro-differential equations. We study separately the propagation of maxima in the horizontal component of the domain and the local vertical propagation in simply connected sets of the domain. We give two types of results for horizontal propagation of maxima: one is the natural extension of the classical results of local propagation of maxima and the other comes from the structure of the nonlocal operator. As an application, we use the Strong Maximum Principle to prove a Strong Comparison Result of viscosity sub and supersolution for integro-differential equations.