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math.AP2025
On the long-time behavior of mean field game systems with a common noise
Pierre Cardaliaguet, Raphaël Maillet, Wenbin Yan
In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG…
math.AP2025
A note on the Long-Time behaviour of Stochastic McKean-Vlasov Equations with common noise
Raphael Maillet
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on th…