McKean SDEs with singular coefficients
Author:
Affiliation:
1. Dipartimento di Matematica ‘G. Peano’, Universitá di Torino, Torino, Italy
2. Unité de Mathématiques appliquées, ENSTA Paris, Institut Polytechnique de Paris, Palaiseau, France
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference30 articles.
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3. J. M. Bony. Calcul symbolique et propagation des singularites pour les équations aux dérivées partielles non linéaires. Ann. Sci. Éc. Norm. Supér. 14 (1981) 209–246.
4. R. Carmona and F. Delarue. Probabilistic theory of mean field games with applications I. In Probability Theory and Stochastic Modelling, 84. Springer International Publishing, Cham, 2018.
5. R. Carmona and F. Delarue. Probabilistic theory of mean field games with applications II. In Probability Theory and Stochastic Modelling, 84. Springer International Publishing, Cham, 2018.
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