Presented By: Department of Mathematics
Financial/Actuarial Mathematics
Solvability of Fractional Partial Differential Equation with Drichlet boundary
We study the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator with nonsmooth boundary. The main ingredient is the probabilistic construction of the continuous supersolution  via the identification of the continuity set of the exit time operators under Skorohod topology.  Speaker(s): Qingshuo Song (City University of Hong Kong)