Uniqueness, existence and regularity of solutions of integro-PDE in domains of R^n

Series
Dissertation Defense
Time
Monday, April 25, 2016 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Chenchen Mou – Georgia Institute of Technology – cmou3@math.gatech.edu – http://people.math.gatech.edu/~cmou3/
Organizer
Chenchen Mou
The main goal of the thesis is to study integro-differential equations. Integro-differential equations arise naturally in the study of stochastic processes with jumps. These types of processes are of particular interest in finance, physics and ecology. In the thesis, we study uniqueness, existence and regularity of solutions of integro-PDE in domains of R^n.