Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
نویسندگان
چکیده
منابع مشابه
Existence Results for Mean Field Equations
Let Ω be an annulus. We prove that the mean field equation −∆ψ = e ∫ Ω e−βψ in Ω
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2020
ISSN: 0304-4149
DOI: 10.1016/j.spa.2020.07.004