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.
Panagiota Daskalopoulos
Columbia University
Alessio Figalli
ETH Zürich
Erik Lindgren
Uppsala University
Henrik Shahgholian
KTH Royal Institute of Technology
Susanna Terracini,
University of Turin


Erik Lindgren

Henrik Shahgholian


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