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Research
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Partial Differential Equations, Fractional Differential Equations
Bellman, Isaacs, and Black-Scholes equations and non-local versions, fractional conservation laws and anomalous diffusion equations...
Mathematical theory of Viscosity Solutions/Entropy Solutions
Existence, uniqueness, continuous dependence, regularity, approximation...
Numerical Methods, Convergence, and Error Estimates>
Finite difference, Semi-Lagrangian, Galerkin, and Spectral methods ...
Stochastic Control Theory, Mathematical Finance
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