The master equation in a bounded domain with absorption

Nonlinear Analysis Real World Applications 2026 Open access

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Authors: Luca Di Persio, Matteo Garbelli, Michele Ricciardi
DOI: 10.1016/j.nonrwa.2026.104672
Cited by: 0
References: 66

Abstract

We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We analyze the well-posedness of the Master Equation and the regularity of its solutions for a suitable class of parabolic equations.

Fields of Study & Subjects

Economic theories and models Stochastic processes and financial applications

Publication details

Journal / source
Nonlinear Analysis Real World Applications
Publisher
Elsevier BV
Volume
93
Pages
104672–104672
Publication date
4 June 2026
Language
EN