Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations

DOI10.1134/S0081543821060134zbMath1491.35434OpenAlexW4205993684MaRDI QIDQ2071614

Vassili N. Kolokol'tsov, M. S. Troeva

Publication date: 28 January 2022

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543821060134

zbMATH Keywords

mild solutionsclassical solutionsgeneralized fractional derivativesCaputo-Djrbashian fractional derivativefractional HJB-Isaacs equationsfractional McKean-Vlasov-type equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hamilton-Jacobi equations (35F21) Fractional partial differential equations (35R11)

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