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On the Mean-Field limit of diffusive games through the master equation: $L^{\infty}$ estimates and extreme value behavior

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bayraktar, Erhan, Kolliopoulos, Nikolaos
Formato:	Preprint
Publicado:	2024
Materias:	Probability Analysis of PDEs Optimization and Control Statistics Theory Mathematical Finance 60H10, 35Q89, 60G70, 91A16
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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