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

Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218)

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scientific article; zbMATH DE number 7673338
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Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems
scientific article; zbMATH DE number 7673338

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    Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (English)
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    11 April 2023
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    existence and uniqueness
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    nonlocal nonlinear parabolic PDEs
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    parametric PDEs
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    time inconsistency
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    FBSDE
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    mathematics of behavioral economics
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