Screen LibraryProbabilistic theory of mean field games with applications. II, Mean field games with common noise and master equations /
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| Main Authors: | |
|---|---|
| Group Author: | |
| Published: |
Springer,
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| Publisher Address: | Cham, Switzerland : |
| Publication Dates: | [2018] |
| Literature type: | Book |
| Language: | English |
| Series: |
Probability theory and stochastic modelling,
volume 84 |
| Subjects: | |
| Carrier Form: | xxiv, 697 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 665-679) and indexes. |
| ISBN: |
9783030132590 9783319564357 3319564358 |
| Index Number: | QC174 |
| CLC: | O225 |
| Call Number: | O225/C287/2 |
| Contents: | Intro; Foreword; Preface of Volume II; Organization of the Book: Volume II Organigram; Contents; Contents of Volume I; Part I MFGs with a Common Noise; 1 Optimization in a Random Environment; 1.1 FBSDEs in a Random Environment; 1.1.1 Immersion and Compatibility; 1.1.2 Compatible Probabilistic Set-Up; More on the Compatibility Condition; 1.1.3 Kunita-Watanabe Decomposition and Definition of a Solution; New Formulation of the Forward-Backward System; Definition of a Solution; 1.2 Strong Versus Weak Solution of an FBSDE; 1.2.1 Notions of Uniqueness; 1.2.2 Canonical Spaces. |