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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)

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