Parabolic systems and stochastic controls: nonlocality, nonlinearity, and time-inconsistency

• 主要作者: Lei, Qian
• 其他作者: Patrick Pun Chi Seng
• 格式: Thesis-Doctor of Philosophy
• 語言: English
• 出版: Nanyang Technological University 2022
• 主題: Science::Mathematics::Probability theory; Science::Mathematics::Applied mathematics::Game theory; Science::Mathematics::Applied mathematics::Optimization; Science::Mathematics::Calculus; Business::Finance::Mathematical finance
• 在線閱讀: https://hdl.handle.net/10356/161078
• 機構: Nanyang Technological University

This thesis aims to advance the theories of partial differential equation (PDE) and stochastic differential equation (SDE), and by which, we address decade-long open problems in the field of stochastic controls. We develop systematically a theory of nonlocal parabolic systems in aspects of existence...