Nonlocal equations with gradient constraints

Date: 2022-11-29

Time: 15:00 - 16:00

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Mohammad Safdari


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.