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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2203.15583 |
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| _version_ | 1866909842270060544 |
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| author | Di Persio, Luca Garbelli, Matteo Ricciardi, Michele |
| author_facet | Di Persio, Luca Garbelli, Matteo Ricciardi, Michele |
| contents | We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We analyze the well-posedness of the Master Equation and the regularity of its solutions for a suitable class of parabolic equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2203_15583 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | The Master Equation in a Bounded Domain with Absorption Di Persio, Luca Garbelli, Matteo Ricciardi, Michele Analysis of PDEs Probability We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We analyze the well-posedness of the Master Equation and the regularity of its solutions for a suitable class of parabolic equations. |
| title | The Master Equation in a Bounded Domain with Absorption |
| topic | Analysis of PDEs Probability |
| url | https://arxiv.org/abs/2203.15583 |