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A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
 
Jean-François Chassagneux Université Paris Cité, Paris, France
Dan Crisan Imperial College London, London, United Kingdom
François Delarue Université Côte d’Azur, Nice, France
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
eBook ISBN:  978-1-4704-7279-5
Product Code:  MEMO/280/1379.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
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A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
Jean-François Chassagneux Université Paris Cité, Paris, France
Dan Crisan Imperial College London, London, United Kingdom
François Delarue Université Côte d’Azur, Nice, France
eBook ISBN:  978-1-4704-7279-5
Product Code:  MEMO/280/1379.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 2802022; 123 pp
    MSC: Primary 93; Secondary 60

    View the abstract.

  • Table of Contents
     
     
    • Chapters
    • 1. Introduction
    • 2. General step-up and overview of the results
    • 3. Chain rule – application to uniqueness of classical solutions
    • 4. Smoothness of the decoupling field and existence of classical solutions for small time horizons
    • 5. Large population stochastic control and global in time existence and uniqueness results
    • 6. Appendix
  • Additional Material
     
     
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Accessibility – to request an alternate format of an AMS title
Volume: 2802022; 123 pp
MSC: Primary 93; Secondary 60

View the abstract.

  • Chapters
  • 1. Introduction
  • 2. General step-up and overview of the results
  • 3. Chain rule – application to uniqueness of classical solutions
  • 4. Smoothness of the decoupling field and existence of classical solutions for small time horizons
  • 5. Large population stochastic control and global in time existence and uniqueness results
  • 6. Appendix
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.