Monday, September 28, 2015 - 11:00am
1 hour (actually 50 minutes)
In this talk, we will consider semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in R^n. This class of equations includes Bellman equations containing operators of Levy-Ito type. Holder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.