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
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.