Abstract McKean-Vlasov and HJB equations, their fractional versions and related forward-backward systems on Riemannian manifolds

Vassili N. Kolokoltsov, Marianna S. Troeva

We introduce a class of abstract nonlinear fractional pseudo-differential equations in Banach spaces that includes both the Mc-Kean-Vlasov-type equations describing nonlinear Marko…