On the interpretation of the Master Equation

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Title
On the interpretation of the Master Equation
Authors
Keywords
Mean field games, Mean field type control, Master equation, Hamilton–Jacobi–Bellman equation, Fokker–Planck equation, Functionals of probability measures
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 127, Issue 7, Pages 2093-2137
Publisher
Elsevier BV
Online
2016-10-26
DOI
10.1016/j.spa.2016.10.004

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