A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711): Difference between revisions

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Revision as of 19:28, 19 March 2024

scientific article; zbMATH DE number 7607166
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English
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
scientific article; zbMATH DE number 7607166

    Statements

    A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (English)
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    25 October 2022
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    master equation
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    McKean-Vlasov SDEs
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    forward-backward systems
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    decoupling field
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    Wasserstein space
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