The Master Equation in a bounded domain with Neumann conditions
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Publication:5077174
DOI10.1080/03605302.2021.2008965zbMath1491.91021arXiv2105.08662OpenAlexW3161947766MaRDI QIDQ5077174
Publication date: 18 May 2022
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.08662
PDEgame theorystochastic differential equationsmaster equationNeumann conditionsmean field gamesboundary reflection
Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games (aspects of game theory) (91A16)
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