Speaker : Prof. Ki-Ahm Lee (Seoul National University)
Title : Regularity theory for fully nonlinear integro-differential operators
Time : 2011-10-06 (Thu) 15:00 - 16:00
Place : Auditorium, 6 Floor, Institute of Mathematics (NTU Campus)
Abstract: In this talk, we are going to consider the regularity of the viscosity solutions of integro-di erential operators with possibly nonsymmetric kernel: where , which describes the infinitesimal generator of given purely jump processes, i.e. processes without diffusion or drift part And fully nonlinear integro-di erential equations come from the stochastic control theory related with or game theory associated with when the stochastic process is of Levy type allowing jumps. We are are going to discuss recent results on estimates and asymptotic analysis.