5 citations · 10 across the 6 of their papers we have counts for
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math.AP2021★ 5 cited
Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games
Qian Lei, Chi Seng Pun
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 ful…
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…