Nonlocal equations with gradient constraints
Geometric Aspects of Nonlinear Partial Differential Equations
29 November 15:00 - 16:00
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.
KTH Royal Institute of Technology
University of Turin