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 14:44, 24 July 2024

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Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model
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    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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