CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA

By Jean-François Chassagneux, D. Crisan, François Delarue. 2014

47 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3f63e0f1983407d0df5b3ba7c3aeee0e4d1353f7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Marco Cirant
2. Franccois Delarue
3. Pierre-Louis Lions
4. Jean-Michel Lasry
5. Lukasz Szpruch
6. Pierre Cardaliaguet
7. Daniel Lacker
8. W. Hammersley

Citations in the corpus

• McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2018, background): “See the proof of the corresponding Itô formula in [11].”
• The Master Equation and the Convergence Problem in Mean Field Games (2015, methodology): “1 and the derivative introduced by Lions in [52] and used (among others) in [16, 22].”
• Splitting methods and short time existence for the master equations in mean field games (2020, methodology): “This is the path followed in [17, 28] (when there is no diffusion at all: a “ a ” 0) and in [16] (when a ą 0 is constant and a “ 0).”