Videos

Uniqueness, Existence and Regularity of Solutions of Integro-PDE in Domains of R^n

Presenter
May 2, 2016
Keywords:
  • Stochastic processes
Abstract
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.