Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems
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...
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Main Authors: | Lei, Qian, Pun, Chi Seng |
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Other Authors: | School of Physical and Mathematical Sciences |
Format: | Article |
Language: | English |
Published: |
2023
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/166270 |
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Institution: | Nanyang Technological University |
Language: | English |
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