• Event Date: February 11, 2014
  • Event End Date: February 11, 2014
  • Event Start Time: 11:20 AM
  • Event End Time: 12:20 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Hector Chang Lara, Columbia University

Speaker: Hector Chang Lara, Columbia University

ABSTRACT

We will revisit regularity estimates for parabolic, nonlocal, fully nonlinear problems we worked with G. Davila. These models arise in stochastic optimal control driven by purely jump processes. Our estimates can be considered as an extension of the classical regularity theory for fully nonlinear, second order parabolic equations as the estimates remain uniform when the order of the operator goes to two