Matches in SemOpenAlex for { <https://semopenalex.org/work/W4310228075> ?p ?o ?g. }
- W4310228075 abstract "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 parameter) of the systems. The derived mathematical results generalize the theory of stochastic differential games to incorporate with behavioral factors such as time-inconsistent preferences, which facilitate developments of many studies in financial economics including robust stochastic controls and games under relative performance concerns. Moreover, with the well-posedness results, we establish a general multidimensional Feynman--Kac formula in the presence of nonlocality (time inconsistency)." @default.
- W4310228075 created "2022-11-30" @default.
- W4310228075 creator A5000510528 @default.
- W4310228075 creator A5089225379 @default.
- W4310228075 date "2023-09-21" @default.
- W4310228075 modified "2023-09-23" @default.
- W4310228075 title "Nonlocality, nonlinearity, and time inconsistency in stochastic differential games" @default.
- W4310228075 cites W1491976841 @default.
- W4310228075 cites W1504052917 @default.
- W4310228075 cites W1791174547 @default.
- W4310228075 cites W1974603115 @default.
- W4310228075 cites W1996900707 @default.
- W4310228075 cites W2001166368 @default.
- W4310228075 cites W2004717177 @default.
- W4310228075 cites W2005158847 @default.
- W4310228075 cites W2005303193 @default.
- W4310228075 cites W2007028807 @default.
- W4310228075 cites W2041714615 @default.
- W4310228075 cites W2041946752 @default.
- W4310228075 cites W2072685235 @default.
- W4310228075 cites W2075090252 @default.
- W4310228075 cites W2118052532 @default.
- W4310228075 cites W2138562182 @default.
- W4310228075 cites W2157883119 @default.
- W4310228075 cites W2158880527 @default.
- W4310228075 cites W2161036276 @default.
- W4310228075 cites W2164282683 @default.
- W4310228075 cites W2311735524 @default.
- W4310228075 cites W2464425459 @default.
- W4310228075 cites W2467954085 @default.
- W4310228075 cites W2592188887 @default.
- W4310228075 cites W2802519656 @default.
- W4310228075 cites W2883932378 @default.
- W4310228075 cites W2891188720 @default.
- W4310228075 cites W2891508433 @default.
- W4310228075 cites W2960852428 @default.
- W4310228075 cites W2963151709 @default.
- W4310228075 cites W2963477710 @default.
- W4310228075 cites W2963791270 @default.
- W4310228075 cites W2963939707 @default.
- W4310228075 cites W2964169470 @default.
- W4310228075 cites W2964759233 @default.
- W4310228075 cites W2979996813 @default.
- W4310228075 cites W299346747 @default.
- W4310228075 cites W3008941192 @default.
- W4310228075 cites W3011865677 @default.
- W4310228075 cites W3012154301 @default.
- W4310228075 cites W3015206066 @default.
- W4310228075 cites W3023213734 @default.
- W4310228075 cites W3034183248 @default.
- W4310228075 cites W3099913832 @default.
- W4310228075 cites W3121506041 @default.
- W4310228075 cites W3124854273 @default.
- W4310228075 cites W3133802110 @default.
- W4310228075 cites W3170640232 @default.
- W4310228075 cites W3175127069 @default.
- W4310228075 cites W3211178986 @default.
- W4310228075 cites W4212780424 @default.
- W4310228075 cites W4232474910 @default.
- W4310228075 cites W4243442475 @default.
- W4310228075 cites W4246892532 @default.
- W4310228075 cites W4251562186 @default.
- W4310228075 cites W4282032611 @default.
- W4310228075 cites W4301074654 @default.
- W4310228075 cites W4321484991 @default.
- W4310228075 cites W76132677 @default.
- W4310228075 doi "https://doi.org/10.1111/mafi.12420" @default.
- W4310228075 hasPublicationYear "2023" @default.
- W4310228075 type Work @default.
- W4310228075 citedByCount "0" @default.
- W4310228075 crossrefType "journal-article" @default.
- W4310228075 hasAuthorship W4310228075A5000510528 @default.
- W4310228075 hasAuthorship W4310228075A5089225379 @default.
- W4310228075 hasBestOaLocation W43102280752 @default.
- W4310228075 hasConcept C112972136 @default.
- W4310228075 hasConcept C119857082 @default.
- W4310228075 hasConcept C121040770 @default.
- W4310228075 hasConcept C121332964 @default.
- W4310228075 hasConcept C134306372 @default.
- W4310228075 hasConcept C138622882 @default.
- W4310228075 hasConcept C144237770 @default.
- W4310228075 hasConcept C154945302 @default.
- W4310228075 hasConcept C158622935 @default.
- W4310228075 hasConcept C2524010 @default.
- W4310228075 hasConcept C2777021972 @default.
- W4310228075 hasConcept C2777212361 @default.
- W4310228075 hasConcept C28826006 @default.
- W4310228075 hasConcept C33923547 @default.
- W4310228075 hasConcept C38349280 @default.
- W4310228075 hasConcept C41008148 @default.
- W4310228075 hasConcept C51955184 @default.
- W4310228075 hasConcept C62520636 @default.
- W4310228075 hasConcept C84114770 @default.
- W4310228075 hasConcept C93226319 @default.
- W4310228075 hasConcept C97355855 @default.
- W4310228075 hasConceptScore W4310228075C112972136 @default.
- W4310228075 hasConceptScore W4310228075C119857082 @default.
- W4310228075 hasConceptScore W4310228075C121040770 @default.
- W4310228075 hasConceptScore W4310228075C121332964 @default.
- W4310228075 hasConceptScore W4310228075C134306372 @default.