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Nonlocality, nonlinearity, and time inconsistency in stochastic differential games - MaRDI portal

Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394)

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scientific article; zbMATH DE number 7790870
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Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
scientific article; zbMATH DE number 7790870

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    Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (English)
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    18 January 2024
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    existence and uniqueness
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    Feynman-Kac formula
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    mathematics of behavioral economics
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    nonlocal nonlinear parabolic systems
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    stochastic differential games
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    time inconsistency
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