News

Seminario di Equazioni Differenziali e Applicazioni: “Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity condition”

Mercoledì 11 Ottobre 2017, ore 12:30 - Aula 2BC30 - Said Hamadène

ARGOMENTI: Seminari

Mercoledì 11 Ottobre 2017 alle ore 12:30 in Aula 2BC30, Said Hamadène (LMM, Le Mans University, France) terrà un seminario dal titolo “Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity condition”.

Abstract
In this talk, we discuss a new existence and uniqueness result of a continuous viscosity solution for integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver which is classically assumed in the literature of viscosity solution of equation with a non local term. Our method is based on the link of those IPDEs with backward stochastic differential equations (BSDEs in short) with jumps for which we already know that the solution exists and is unique.

Download Seminari di Equazioni Differenziali e Applicazioni