Existenz-, Eindeutigkeit- und Regularitaetseigenschaften von Loesungen von partielle Differentialgleichungen (PDE)

Grunddaten zu diesem Projekt

Beschreibung

The goal of this project is to reveal existence, uniqueness, and regularity properties of solutions of partial differential equations (PDEs). In particular, we intend to study existence, uniqueness, and regularity properties of viscosity solutions of degenerate semilinear Kolmogorov PDEs of the parabolic type. We plan to investigate such PDEs by means of probabilistic representations of the Feynman-Kac type. We also intend to study the connections of such PDEs to optimal control problems.