2 papers
math.PR2021
State-Density Flows of Non-Degenerate Density-Dependent Mean Field SDEs and Associated PDEs
Ziyu Huang, Shanjian Tang
In this paper, we study a combined system of a Fokker-Planck (FP) equation for with initial , and a stochastic differential equatio…
math.OC2021
Mean Field Games with Common Noises and Conditional Distribution Dependent FBSDEs
Ziyu Huang, Shanjian Tang
In this paper, we consider the mean field game with a common noise and allow the state coefficients to vary with the conditional distribution in a nonlinear way. We assume that the…