Work

Convergence rate for moderate interaction particles and application to mean field games

Year: 2025

Type: article

Source: Journal of Mathematical Analysis and Applications

DOI: 10.1016/j.jmaa.2025.129615

Authors: Josué Knorst, Christian Olivera, Alexandre B. de Souza

Institutions: Universidade Federal do Rio Grande do Sul, Universidade Estadual de Campinas (UNICAMP)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Agence Nationale de la Recherche, Fundação de Amparo à Pesquisa do Estado de São Paulo, Coordenação de Aperfeiçoamento de Pessoal de Nível Superior, Conselho Nacional de Desenvolvimento Científico e Tecnológico

Awards: Stochastic dynamics: analytical and geometrical aspects with applications, G29316538, Stochastic and deterministic analysis for irregular models

OpenAlex ID: W4409717148

FWCI: 1.869

Cites: 35

Cited by: 2

Related to: 10