Work

On the interpretation of the Master Equation

Year: 2016

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2016.10.004

Authors: A. Bensoussan, J. Frehse, S.C.P. Yam

Institutions: The University of Texas at Dallas, City University of Hong Kong, University of Bonn, Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Glaucoma Research Foundation, City University of Hong Kong, Research Grants Council, University Grants Committee, Chinese University of Hong Kong

Awards: G2156186091, G3876488550, New Problems in Mean Field Control Theory, Mean Field Games, Mean Field Type Control and Extensions, G6885699838, G7961995629, Advance in Mean Field Theory, G8764091011

OpenAlex ID: W1535112781

FWCI: 17.29

Cites: 8

Cited by: 76

Related to: 10