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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

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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.