SIAM Journal on Applied Mathematics, Vol. 40, No. 3 (Jun., 1981), pp. 528-541 (14 pages) A convenient and useful method for showing weak convergence, to a diffusion, of the interpolated solutions of a ...
Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...
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