Parabolic systems and stochastic controls: nonlocality, nonlinearity, and time-inconsistency
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...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
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Nanyang Technological University
2022
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| Online Access: | https://hdl.handle.net/10356/161078 |
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| Institution: | Nanyang Technological University |
| Language: | English |