A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711)
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scientific article; zbMATH DE number 7607166
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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