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