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20142017
most citedWellposedness of Mean Field Games with Common Noise Under a Weak Monotonicity Condition

70 citations · 73 across the 4 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016★ 2 cited

Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise

Saran Ahuja, Weiluo Ren, Tzu-Wei Yang

In this paper, we consider a system of forward-backward stochastic differential equations (FBSDEs) with monotone functionals. We show the existence and uniqueness of such a system…