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.

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V. Kolokoltsov and W. Yang, "Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems," Open Journal of Optimization, Vol. 2 No. 2, 2013, pp. 39-44. doi: 10.4236/ojop.2013.22006.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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