- Vivi Padova
- Il Bo
Lunediì 30 Gennaio 2017 alle ore 12:15 in Aula 2BC30, Daria Ghilli (Karl-Franzens University of Graz) terrà un seminario dal titolo “On nonlocal Hamilton-Jacobi equations related to jump processes, some recent results”.
We consider Hamilton-Jacobi partial-integro differential equations (PIDEs in short), where the nonlocal terms involve singular integrals with a Levy type measure of integration. This nonlocal terms naturally arise when studying the infinitesimal generator of discontinuous Levy processes. In this talk, we focus on some recents results concerning Neumann-boundary value problems for these PIDEs. In particular, we show the occurence of new nonlocal phenomena not encountered in the case of continuous processes and PDEs. We adopt an analytical approach, i.e. we work directly with the generator and not with the process itself.
Rif. Int. M. Bardi, P. Mannucci, C. Marchi