Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
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Publication:6166252
DOI10.1007/s00245-023-09996-yzbMath1520.91047arXiv2202.08163MaRDI QIDQ6166252
Erhan Bayraktar, Ruoyu Wu, Xin Zhang
Publication date: 6 July 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.08163
propagation of chaosFBSDElarge population gamesconvergence of Nash equilibriumgraphon mean field games
(n)-person games, (n>2) (91A06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games (aspects of game theory) (91A16)
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