2 papers
math.PR2026
A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
Jiusheng Liu, Jing Zhang
In this paper we study the classical solution to the master equation arising from mean-field games (MFGs) driven by jump-diffusion processes. The master equation, a nonlinear parti…
math.PR2025
Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
Laurent Denis, Jing Zhang
Our aim is to study the well-posedness of quasilinear stochastic partial differential equations driven by G-Brownian motion (GSPDEs for short) and the associated backward doubly st…