A C^1-Itô's formula for flows of semimartingale distributions
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Publication:6589702
DOI10.1007/S00245-024-10165-YzbMATH Open1545.6006MaRDI QIDQ6589702FDOQ6589702
Authors: Bruno Bouchard, Xiaolu Tan, Ji-Xin Wang 
Publication date: 20 August 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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Cites Work
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- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
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- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
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