A general characterization of the mean field limit for stochastic differential games

DOI10.1007/s00440-015-0641-9zbMath1344.60065arXiv1408.2708OpenAlexW1485289509MaRDI QIDQ737313

Publication date: 10 August 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.2708

zbMATH Keywords

stochastic differential games mean field limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

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