dc.contributor.author | Chowdhury, Indranil | |
dc.contributor.author | Jakobsen, Espen Robstad | |
dc.contributor.author | Krupski, Milosz | |
dc.date.accessioned | 2024-09-17T12:29:57Z | |
dc.date.available | 2024-09-17T12:29:57Z | |
dc.date.created | 2024-09-15T09:55:18Z | |
dc.date.issued | 2024 | |
dc.identifier.citation | SIAM Journal on Mathematical Analysis. 2024, 56 (5), 6302-6336. | en_US |
dc.identifier.issn | 0036-1410 | |
dc.identifier.uri | https://hdl.handle.net/11250/3152767 | |
dc.description.abstract | We introduce a class of fully nonlinear mean field games posed in [0, T ] \times \BbbR d. Wejustify that they are related to controlled local or nonlocal diffusions, and more generally in oursetting, to a new control interpretation involving time change rates of stochastic (L\'evy) processes.The main results are the existence and uniqueness of solutions under general assumptions. Theseresults are applied to nondegenerate equations---including both local second-order and nonlocal withfractional Laplacians. Uniqueness holds under the monotonicity of couplings and convexity of theHamiltonian, but neither monotonicity nor convexity need to be strict. We consider a rich classof nonlocal operators and processes and develop tools to work in the whole space without explicitmoment assumptions. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Society for Industrial and Applied Mathematics | en_US |
dc.relation.uri | https://arxiv.org/abs/2104.06985 | |
dc.title | On fully nonlinear parabolic mean field games with examples of nonlocal and local diffusions | en_US |
dc.title.alternative | On fully nonlinear parabolic mean field games with examples of nonlocal and local diffusions | en_US |
dc.type | Journal article | en_US |
dc.description.version | submittedVersion | en_US |
dc.source.pagenumber | 6302-6336 | en_US |
dc.source.volume | 56 | en_US |
dc.source.journal | SIAM Journal on Mathematical Analysis | en_US |
dc.source.issue | 5 | en_US |
dc.identifier.doi | 10.1137/23M1615528 | |
dc.identifier.cristin | 2296452 | |
dc.relation.project | Norges forskningsråd: 325114 | en_US |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.qualitycode | 2 | |