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Mohammad Safdari: Nonlocal equations with gradient constraints

Tid: Ti 2022-11-29 kl 15.00 - 16.00

Plats: Institut Mittag-Leffler, Seminar Hall Kuskvillan and Zoom

Videolänk: Meeting ID: 921 756 1880

Medverkande: Mohammad Safdari - Sharif University of Technology

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We consider the questions of existence and regularity of fully nonlinear nonlocal equations with gradient constraints, which appear in singular stochastic control problems. We do not assume any regularity about the constraints, so in particular they need not be strictly convex. We will also consider nonlocal double obstacle problems which naturally arise in this study.