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Backward propagation of chaos - MaRDI portal

Backward propagation of chaos (Q2144343)

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Backward propagation of chaos
scientific article

    Statements

    title
    Backward propagation of chaos (English)
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    author
    Mathieu Laurière
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    Ludovic Tangpi
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    publication date
    13 June 2022
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    zbMATH Keywords
    concentration of measure
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    interacting particles systems
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    McKean-Vlasov BSDE
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    PDEs on Wasserstein space
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    propagation of chaos
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    BSDE
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    cites work
    Q5441008
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    Q3236483
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    Mean field games
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    Q4029028
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    Q3358031
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    Optimal Transport
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    Identifiers

    DOI
    10.1214/22-EJP777
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    Mathematics Subject Classification ID
    35R60
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    35K58
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    28C20
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    35B40
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    60F25
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    60H20
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    60J60
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    zbMATH DE Number
    7541195
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    arXiv ID
    1911.06835
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    OpenAlex ID
    W2986500122
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