WP1 / Well-posedness & regularity

lead: UNIBO

Objectives

  1. Derive regularity estimates for the Kolmogorov and Fokker-Planck PDEs associated to MKV-SDEs;
  2. Establish well-posedness results for MKV-SDEs;
  3. Analyze optimal strategies and equilibria in singular and impulsive control models;
  4. Establish well-posedness and regularity results for semi-linear PDE systems;
  5. Quantify discrete approximations of path properties for systems with rough driving noise, with applications in statistical goodness-of-fit procedures