On fully nonlinear parabolic mean field games with nonlocal and local diffusions

Indranil Chowdhury, Espen R. Jakobsen, Miłosz Krupski

We introduce a class of fully nonlinear mean field games posed in $[0,T]\times {\mathbb{R}}^d$. We justify that they are related to controlled local or nonlocal diffusions, and more g…