The Master Equation in a Bounded Domain with Absorption
Analysis of PDEs
2025-10-15 v6 Probability
Abstract
We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We analyze the well-posedness of the Master Equation and the regularity of its solutions for a suitable class of parabolic equations.
Cite
@article{arxiv.2203.15583,
title = {The Master Equation in a Bounded Domain with Absorption},
author = {Luca Di Persio and Matteo Garbelli and Michele Ricciardi},
journal= {arXiv preprint arXiv:2203.15583},
year = {2025}
}