Existence, uniqueness, and regularity properties of solutions of partial differential equations (PDE)
Basic data for this project
Type of project: Own resources project
Duration at the University of Münster: 01/09/2019 - 31/08/2024
Description
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.
Keywords: partial differential equation; PDE; comparison principle; maximum principle; viscosity solution; Feynman-Kac formula; optimal control
Project management at the University of Münster
| Jentzen, Arnulf | Institute for Analysis and Numerics |