O. Alvarez and A. Tourin, Viscosity solutions of nonlinear integro-differential equations, Annales de l'Institut Henri Poincare (C) Non Linear Analysis, vol.13, issue.3, pp.293-317, 1996.
DOI : 10.1016/S0294-1449(16)30106-8

URL : http://doi.org/10.1016/s0294-1449(16)30106-8

G. Barles, Solutions de viscosité deséquationsdeséquations de Hamilton-Jacobi, Mathématiques & Applications, vol.17, 1994.

G. Barles, An approach of deterministic control problems with unbounded data, Annales de l'Institut Henri Poincare (C) Non Linear Analysis, vol.7, issue.4, pp.235-258, 1990.
DOI : 10.1016/S0294-1449(16)30290-6

G. Barles and P. , Souganidis, A remark on the asymptotic behavior of the solution of the KPP equation, C. R. Acad. Sci. Paris Sr. I Math, vol.319, issue.7, pp.679-684, 1994.

G. Barles, . Ch, M. Daher, and . Romano, CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY, Mathematical Models and Methods in Applied Sciences, vol.05, issue.01, pp.125-143, 1995.
DOI : 10.1142/S0218202595000085

G. Barles, E. Chasseigne, and C. Imbert, Dirichlet boundary conditions for second order elliptic non-linear integro-differential equations, Math. J, vol.57, issue.1, pp.213-246, 2008.

G. Barles and C. Imbert, Second-order elliptic integro-differential equations: viscosity solutions' theory revisited, Annales de l'Institut Henri Poincare (C) Non Linear Analysis, vol.25, issue.3, pp.567-585, 2008.
DOI : 10.1016/j.anihpc.2007.02.007

URL : https://hal.archives-ouvertes.fr/hal-00130169

C. Brändle and E. Chasseigne, Large deviations estimates for some non-local equations, Nonlinear Analysis: Theory, Methods & Applications, vol.71, issue.11, pp.5572-5586, 2009.
DOI : 10.1016/j.na.2009.04.059

C. Brändle, E. Chasseigne, and R. Ferreira, Unbounded solutions of a non-local heat equation, p.preprint, 2009.

L. Caffarelli and L. Silvestre, An Extension Problem Related to the Fractional Laplacian, Communications in Partial Differential Equations, vol.32, issue.8, pp.1245-1260, 2007.
DOI : 10.1080/00036818308839425

L. Caffarelli and L. Silvestre, Regularity theory for fully nonlinear integro-differential equations, Communications on Pure and Applied Mathematics, vol.246, issue.1, pp.597-638, 2009.
DOI : 10.1002/cpa.20274

URL : http://arxiv.org/abs/0709.4681

E. Chasseigne, M. Chaves, and J. D. Rossi, Asymptotic behavior for nonlocal diffusion equations, Journal de Math??matiques Pures et Appliqu??es, vol.86, issue.3, pp.271-291, 2006.
DOI : 10.1016/j.matpur.2006.04.005

URL : http://doi.org/10.1016/j.matpur.2006.04.005

E. Chasseigne, The Dirichlet problem for some nonlocal diffusion equations. Differential Integral Equations, pp.1389-1404, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00132526

R. Cont and P. , Tankov Financial modelling with jump processes, Chapman & Hall/CRC Financial Mathematics Series, 2004.

J. Coville and L. , On a non-local equation arising in population dynamics, Proceedings of the Royal Society of Edinburgh: Section A Mathematics, vol.137, issue.04, pp.727-755, 2007.
DOI : 10.1017/S0308210504000721

M. G. Crandall and P. Lions, Viscosity solutions of Hamilton-Jacobi equations, Transactions of the American Mathematical Society, vol.277, issue.1, pp.1-42, 1983.
DOI : 10.1090/S0002-9947-1983-0690039-8

F. Hollander, Large deviations. Fields Institute Monographs, 2000.

P. Lions, Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, vol.69, 1982.

B. Øksendal and A. Sulem, Applied stochastic control of jump diffusions, 2005.
DOI : 10.1007/978-3-540-69826-5

R. T. Rockafellar, Convex analysis, Princeton Mathematical Series N.J, issue.28, 1970.
DOI : 10.1515/9781400873173