Mean field games with common noise
Work
Year: 2016
Type: article
Abstract: A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the t... more
Source: The Annals of Probability
Institution Laboratoire Jean-Alexandre Dieudonné
Cites: 39
Cited by: 173
Related to: 10
FWCI: 20.1
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: hybrid