A probabilistic approach to classical solutions of the master equation for large population equilibria

"We analyze a class of nonlinear partial differential equations (PDEs) defined on Rd P2pRdq, where P2pRdq is the Wasserstein space of probability measures on Rd with a finite second-order moment. We show that such equations admit a classical solutions for sufficiently small time intervals. Unde...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Chassagneux, Jean-François 1980- (VerfasserIn), Crisan, Dan (VerfasserIn), Delarue, François 1976- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Providence, RI American Mathematical Society 2022
Schriftenreihe:	Memoirs of the American Mathematical Society Volume 280, Number 1379 (second of 8 numbers)
Schlagworte:	Stochastic analysis Stochastic control theory Systems theory; control > Stochastic systems and control > Optimal stochastic control Probability theory and stochastic processes > Stochastic analysis > Applications of stochastic analysis (to PDE, etc.) Probability theory and stochastic processes > Special processes > Interacting random processes; statistical mechanics type models; percolation theory
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!