The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous dependence may now be proved by very efficient and striking arguments. The range of important applications of these results is enormous. This article is a self-contained exposition of the basic theory of viscosity solutions.
We prove several comparison and existence theorems for viscosity solutions of fully nonlinear degenerate elliptic equations. One of them extends some recent uniqueness results by Jensen. Some establish the uniqueness of solutions for second-order Isaacs' equations and hence include the uniqueness results for Bellman equations by P.-L. Lions. Our comparison results apply even for discontinuous solutions and so Perron's method readily yields the existence of continuous solutions.
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