Existence of solutions to path-dependent kinetic equations and related forward-backward systems

Kolokoltsov, Vassili and Yang, Wei (2013) Existence of solutions to path-dependent kinetic equations and related forward-backward systems. Open Journal of Optimization, 2 (2). pp. 39-44. ISSN 2325-7105 (https://doi.org/10.4236/ojop.2013.22006)

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Abstract

This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward - forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.

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• Item metadata

  Item type:	Article
  ID code:	43825
  Dates:	Date Event June 2013 Published
  Subjects:	Science > Mathematics > Probabilities. Mathematical statistics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	16 May 2013 09:21
  Last modified:	08 Apr 2024 20:30
  Related URLs:	Journal or Publication Related item
  URI:	https://strathprints.strath.ac.uk/id/eprint/43825