Selection problems for a discount degenerate viscous Hamilton–Jacobi equation

By Hiroyoshi Mitake, Hung Vinh Tran. 2017

51 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d8e09c5817c54af2dad94cec232eb37948df3fc7

Citations in the corpus

• Long time behavior of the master equation in mean field game theory (2017, unknown): “i, Iturriaga and Zavidovique [8] have proved the convergence of uδ −δ−1¯λ as δtends to 0 and characterized the limit. The result has been generalized to the second order HJ setting by Mitake and Tran [22] (see also Mitake and Tran [23] and Ishii, Mitake and Tran [16]). In the viscous case, the resul”