From the master equation to mean field game limit theory: A central limit theorem

Electronic Journal of Probability

Volumn 24, Issue , 2019, Pages

  Delarue, François ^a   Lacker, Daniel ^b   Ramanan, Kavita ^c  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b Columbia University ^*  (United States)

^c BROWN UNIVERSITY   (United States)

Author keywords

Central limit theorem; Common noise; Fluctuations; Interacting particle systems; Master equation; McKean vlasov; Mean field games; Systemic risk

Indexed keywords

EID: 85072069003     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/19-EJP298     Document Type: Article

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