Existence of solutions to path-dependent kinetic equations and related forward - backward systems
Probability
2013-03-25 v1
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.
Keywords
Cite
@article{arxiv.1303.5467,
title = {Existence of solutions to path-dependent kinetic equations and related forward - backward systems},
author = {Vassili Koloklotsov and Wei Yang},
journal= {arXiv preprint arXiv:1303.5467},
year = {2013}
}
Comments
arXiv admin note: text overlap with arXiv:1112.3744