- Series
- PDE Working Seminar
- Time
- Friday, March 6, 2015 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 202
- Speaker
- Andrzej Sweich – GeorgiaTech – swiech@math.gatech.edu
- Organizer
- Zaher Hani
I will give a series of elementary lectures presenting basic
regularity theory of second order HJB equations. I will introduce the notion of viscosity
solution and I will
discuss basic techniques, including probabilistic techniques and
representation formulas.
Regularity results will be discussed in three cases: degenerate
elliptic/parabolic,
weakly nondegenerate, and uniformly elliptic/parabolic.