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Daria Ghilli

Lundi 28 mai 2018

Daria Ghilli (Karl Franzens University Graz)

On Neumann problems for nonlocal Hamilton-Jacobi equations related to jump processes.

Résumé :
We deal with nonlinear nonlocal equations, where the nonlocal part is a singular integral term related to the generators of discontinuous jump processes and the nonlinear part is an Hamiltonian term typically related to optimal control problems. More specifically, we are interested in Neumann boundary conditions for the above mentioned equations, where new nonlocal phenomena appear related to the discontinuity of the underlying jump processes. We will recall the underlying probabilistic interpretation and adopt an analytical approach, i.e. we deal directly with the generators and not with the process itself.