Finite state mean field games with Wright-Fisher common noise
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Publication:2656180
DOI10.1016/j.matpur.2021.01.003zbMath1459.91012arXiv1912.06701MaRDI QIDQ2656180
François Delarue, Erhan Bayraktar, Alekos Cecchin, Asaf Cohen
Publication date: 10 March 2021
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.06701
master equation; Wright-Fisher diffusion; common noise; mean-field games; forcing uniqueness; nonlinear Kimura PDEs
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