Uniqueness, Existence and Regularity of Solutions of Integro-PDE in Domains of R^n
Monday, May 2, 2016 - 2:25pm - 3:25pm
Chenchen Mou (Georgia Institute of Technology)
Integro-differential equations arise naturally in the study of stochastic processes with jumps. These types of processes are of particular interest in finance, physics and ecology. In the talk, we study uniqueness, existence and regularity of solutions of integro-PDE in domains of R^n.