Mohammad Safdari: Nonlocal equations with gradient constraints
Time: Tue 2022-11-29 15.00 - 16.00
Location: Institut Mittag-Leffler, Seminar Hall Kuskvillan and Zoom
Video link: Meeting ID: 921 756 1880
Participating: 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.