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

Vassili Kolokoltsov; Wei Yang

doi:10.4236/ojop.2013.22006

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

Vassili Kolokoltsov, Wei Yang

Mathematics And Statistics

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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 language	English
Pages (from-to)	39-44
Number of pages	6
Journal	Open Journal of Optimization
Volume	2
Issue number	2
DOIs	https://doi.org/10.4236/ojop.2013.22006
Publication status	Published - Jun 2013

Keywords

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

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title = "Existence of solutions to path-dependent kinetic equations and related forward-backward systems",

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.",

keywords = "coupled backward–forward systems , kinetic equation , global existence , path dependence , nonlinear Markov process , stable processes",

author = "Vassili Kolokoltsov and Wei Yang",

year = "2013",

month = jun,

doi = "10.4236/ojop.2013.22006",

language = "English",

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T1 - Existence of solutions to path-dependent kinetic equations and related forward-backward systems

AU - Kolokoltsov, Vassili

AU - Yang, Wei

PY - 2013/6

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N2 - 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.

AB - 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.

KW - coupled backward–forward systems

KW - kinetic equation

KW - global existence

KW - path dependence

KW - nonlinear Markov process

KW - stable processes

UR - http://www.scirp.org/journal/ojop/

UR - http://arxiv.org/abs/1303.5467

U2 - 10.4236/ojop.2013.22006

DO - 10.4236/ojop.2013.22006

M3 - Article

SN - 2325-7105

VL - 2

SP - 39

EP - 44

JO - Open Journal of Optimization

JF - Open Journal of Optimization

IS - 2

ER -

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

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Keywords

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