Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes

DOI10.15393/j3.art.2018.5250zbMath1423.60101arXiv1808.04103OpenAlexW2963329580WikidataQ128628106 ScholiaQ128628106MaRDI QIDQ5241211

Vassili N. Kolokol'tsov, M. S. Troeva

Publication date: 30 October 2019

Published in: Issues of Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04103

zbMATH Keywords

sensitivitystable-like processesMcKean-Vlasov SPDEmean-field games with common noise

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows ⋮ Weak existence and uniqueness for McKean-Vlasov SDEs with common noise ⋮ Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds ⋮ Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations

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