Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems

• Main Authors: Lei, Qian, Pun, Chi Seng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2023
• Subjects: Science::Mathematics; Existence and Uniqueness; Parametric Partial Differential Equations
• Online Access: https://hdl.handle.net/10356/166270
• Institution: Nanyang Technological University

We prove the local well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter t on top of the temporal and spatial variables (s,y) and thus the p...