Nonlocality, nonlinearity, and time inconsistency in stochastic differential games

• المؤلفون الرئيسيون: Lei, Qian, Pun, Chi Seng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2023
• الموضوعات: Science::Physics; Existence and Uniqueness; Time Inconsistency
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/171365

This paper proves the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal fully-nonlinear parabolic systems, where the nonlocality stems from the flow feature (controlled by an external temporal...