Existence of solutions to path-dependent kinetic equations and related forward-backward systems

Vassili Kolokoltsov, Wei Yang

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Abstract

This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward - forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.
Original languageEnglish
Pages (from-to)39-44
Number of pages6
JournalOpen Journal of Optimization
Volume2
Issue number2
DOIs
Publication statusPublished - Jun 2013

Keywords

  • coupled backward–forward systems
  • kinetic equation
  • global existence
  • path dependence
  • nonlinear Markov process
  • stable processes

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