From the master equation to mean field game limit theory: A central limit theorem

DOI10.1214/19-EJP298zbMath1508.60032arXiv1804.08542WikidataQ105584292 ScholiaQ105584292MaRDI QIDQ6300692

François Delarue, Daniel Lacker, Kavita Ramanan

Publication date: 23 April 2018

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Games with infinitely many players (91A07) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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