Superposition and mimicking theorems for conditional McKean-Vlasov equations
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Publication:6172698
DOI10.4171/jems/1266arXiv2004.00099OpenAlexW3015047004WikidataQ113691982 ScholiaQ113691982MaRDI QIDQ6172698
Mykhaylo Shkolnikov, Jiacheng Zhang, Daniel Lacker
Publication date: 20 July 2023
Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.00099
mean field gamesMarkovian controlsmimicking theoremconditional McKean-Vlasov stochastic differential equationscontrolled McKean-Vlasov dynamicsFokker-Planck quations on the space of measuresparticle systems with mean field interactions stochastic partial differential equations, superposition theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)
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