dc.contributor.author | Ersland, Olav | |
dc.contributor.author | Jakobsen, Espen Robstad | |
dc.date.accessioned | 2021-09-27T06:49:10Z | |
dc.date.available | 2021-09-27T06:49:10Z | |
dc.date.created | 2021-09-23T09:19:08Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Journal of Differential Equations. 2021, 301, 428-470. | en_US |
dc.identifier.issn | 0022-0396 | |
dc.identifier.uri | https://hdl.handle.net/11250/2783575 | |
dc.description.abstract | We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump Lévy processes with some σ-stable like behaviour. Included are σ-stable processes and fractional Laplace diffusion operators , tempered nonsymmetric processes in Finance, spectrally one-sided processes, and sums of subelliptic operators of different orders. Our main results are existence and uniqueness of classical solutions of MFG systems with nondegenerate diffusion operators of order . We consider parabolic equations in the whole space with both local and nonlocal couplings. Our proofs use pure PDE-methods and build on ideas of Lions et al. The new ingredients are fractional heat kernel estimates, regularity results for fractional Bellman, Fokker-Planck and coupled Mean Field Game equations, and a priori bounds and compactness of (very) weak solutions of fractional Fokker-Planck equations in the whole space. Our techniques require no moment assumptions and use a weaker topology than Wasserstein. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Elsevier Science | en_US |
dc.rights | Navngivelse 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/deed.no | * |
dc.title | On fractional and nonlocal parabolic Mean Field Games in the whole space | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | publishedVersion | en_US |
dc.source.pagenumber | 428-470 | en_US |
dc.source.volume | 301 | en_US |
dc.source.journal | Journal of Differential Equations | en_US |
dc.identifier.doi | https://doi.org/10.1016/j.jde.2021.08.026 | |
dc.identifier.cristin | 1937428 | |
dc.relation.project | Norges forskningsråd: 250070 | en_US |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.qualitycode | 2 | |