On mean field games with common noise and McKean-Vlasov SPDEs
Author:
Affiliation:
1. Department of Statistics, University of Warwick, Coventry, UK;
2. Research Institute of Mathematics, North-Eastern Federal University, Yakutsk, Russia
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1592690
Reference37 articles.
1. Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
2. Nonlinear Diffusions and Stable-Like Processes with Coefficients Depending on the Median or VaR
3. Particle representations for a class of nonlinear SPDEs
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