H\"older estimates for fully nonlinear parabolic integro-differential equations

Tuesday, December 10, 2013 -
4:50pm to 5:50pm
Please note special day, time and location.  We will revisit H\"older estimates for some non local problems we worked recently with G. D\'avila. They arise in stochastic optimal control driven by purely jump processes. Each one of them can be considered as an extension of the Krylov-Safanov regularity theory for fully non linear second order equations. We will start by motivating these equations, then we will see how the proofs work for simpler models and finally discuss how those ideas can be adapted to the nonlocal setting.
Speaker: 
Hector Chang
Columbia University
Event Location: 
Fine Hall 224