Probabilistic Approach to the Well-Posedness of Master Equations in Mean Field Games

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

Read full text
Authors: Zen Revista, 10 MFC
DOI: 10.5281/zenodo.18146261
Cited by: 0

Abstract

Rigorous derivation of global well-posedness for the infinite-dimensional Master Equation governing Mean Field Games via the analysis of McKean-Vlasov Forward-Backward SDEs on the Wasserstein space.

Fields of Study & Subjects

Stochastic processes and financial applications Navier-Stokes equation solutions Advanced Mathematical Physics Problems

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
4 January 2026