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College of Liberal Arts and Sciences | Mathematics

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November 14, 2018 | 1:00 p.m. - 2:00 p.m.
Category: Seminar
Location: Faculty/Administration #1140 | Map
656 W. Kirby
Detroit, MI 48202
Cost: Free
Speaker: Rafayel Teymurazyan, University of Coimbra, Portugal
 
Title: Fully nonlinear integro-differential equations
 
Abstract: In stochastic control problems, for example, if, in a competitive stochastic game, two players are allowed to choose from different strategies at every step in order to maximize the expected value of the function at the first exit point of a domain, we encounter the fully nonlinear elliptic integro-differential Isaacs equation, with kernels of the operator measuring the frequency of jumps in each direction at a point. We develop a regularity theory for the case of slowly deforming kernels.
This is a joint work with L. Caffarelli (UT Austin) and J.M. Urbano (U. of Coimbra).
For more information about this event, please contact Department of Mathematics at 3135772479 or math@wayne.edu.