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math.AP2022
Quasilinearization Methods for Nonlocal Fully-Nonlinear Parabolic Systems
Qian Lei, Chi Seng Pun
In this paper, we propose quasilinearization methods that convert nonlocal fully-nonlinear parabolic systems into the nonlocal quasilinear parabolic systems. The nonlocal parabolic…
math.AP2021★ 4 cited
Nonlocal Fully Nonlinear Parabolic Differential Equations Arising in Time-Inconsistent Problems
Qian Lei, Chi Seng Pun
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PD…