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math.PR2026
Local well-posedness of general mean field game master equations
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov for…
math.PR2024
Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
Shanjian Tang, Jianjun Zhou
In this article, a notion of viscosity solutions is introduced for fully nonlinear second order path-dependent partial differential equations in the spirit of [Zhou, Ann. Appl. Pro…