Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568): Difference between revisions
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Revision as of 06:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model |
scientific article |
Statements
Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (English)
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18 February 2021
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mean field games
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jump measures
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controlled martingale problem
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relaxed controls
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martingale measure
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illiquid interbank market model
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