Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568)
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scientific article; zbMATH DE number 7312353
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| English | Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model |
scientific article; zbMATH DE number 7312353 |
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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0.7625455856323242
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0.755166232585907
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0.7506259679794312
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0.7482993006706238
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0.7453204393386841
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