Existence of solutions to path-dependent kinetic equations and related forward-backward systems
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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 type: Article ID code: 43825 Dates: DateEventJune 2013PublishedSubjects: 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: 11 Nov 2024 10:24 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/43825
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