On fractional and nonlocal parabolic mean field games in the whole space

نویسندگان

چکیده

We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian are pure jump Lévy processes with some ?-stable like behaviour. Included Laplace diffusion operators (??)?2, tempered nonsymmetric Finance, spectrally one-sided processes, sums subelliptic different orders. Our main results existence uniqueness classical solutions MFG systems nondegenerate order ??(1,2). consider parabolic equations space both local nonlocal couplings. proofs use PDE-methods build on ideas Lions et al. The new ingredients heat kernel estimates, regularity for Bellman, Fokker-Planck coupled Game equations, priori bounds compactness (very) weak techniques require no moment assumptions weaker topology than Wasserstein.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

the effect of teaching reading as whole text task and paragraph task on efl learners speaking

abstract the present study was conducted to investigate the effectiveness of a rather newly developed method in language teaching that is the use of paragraph reading task and whole reading task and their effects on improving efl learner’s speaking ability. to fulfill the purpose of the study, first 90 participants studying their course at sa eedi high school in tehran were chosen by means of ...

15 صفحه اول

Mean Field Games

We survey here some recent studies concerning what we call mean-field models by analogy with Statistical Mechanics and Physics. More precisely, we present three examples of our mean-field approach to modelling in Economics and Finance (or other related subjects. . . ). Roughly speaking, we are concerned with situations that involve a very large number of “rational players” with a limited inform...

متن کامل

Discrete mean field games

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality criteria. The mean field approach for optimal control and differential games (continuous state and time) was introduced by Lasry and Lions [LL06a, LL06b, LL07]. ...

متن کامل

Survey on nonlocal games and operator space theory

This review article is concerned with a recently uncovered connection between operator spaces, a noncommutative extension of Banach spaces, and quantum nonlocality, a striking phenomenon which underlies many of the applications of quantummechanics to information theory, cryptography and algorithms. Using the framework of nonlocal games, we relatemeasures of the nonlocality of quantummechanics t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Differential Equations

سال: 2021

ISSN: ['1090-2732', '0022-0396']

DOI: https://doi.org/10.1016/j.jde.2021.08.026