Solvability of Dirichlet problem with Nonlinear Integro-differential Operator
Dr Song Qingshuo
Date & Time
14 Nov 2019 (Thu) | 04:30 PM - 05:30 PM
Venue
B6605, AC1
Abstract
We study the solvability of a class of Dirichlet problem associated with nonlinear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the continuity set of the exit time operators under Skorohod topology. An example will be given with Fractional PDE for the demonstration of the solvability.