Errata: Mean field games with common noise

René Carmona; François Delarue; Daniel Lacker

doi:10.1214/20-AOP1432

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Home > Journals > Ann. Probab. > Volume 48 > Issue 5 > Article

September 2020 Errata: Mean field games with common noise

René Carmona, François Delarue, Daniel Lacker

Ann. Probab. 48(5): 2644-2646 (September 2020). DOI: 10.1214/20-AOP1432

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Abstract

This note corrects Lemma 3.7 in our paper (Ann. Probab. 44 (2016) 3740–3803). The main results of the paper remain correct as stated.

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René Carmona. François Delarue. Daniel Lacker. "Errata: Mean field games with common noise." Ann. Probab. 48 (5) 2644 - 2646, September 2020. https://doi.org/10.1214/20-AOP1432

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Received: 1 March 2020; Published: September 2020

First available in Project Euclid: 23 September 2020

MathSciNet: MR4152654

Digital Object Identifier: 10.1214/20-AOP1432

Subjects:

Primary: 93E20

Secondary: 60H10 , 91A13

Keywords: McKean–Vlasov equations , Mean field games , relaxed controls , stochastic optimal control , weak solutions

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René Carmona, François Delarue, Daniel Lacker "Errata: Mean field games with common noise," The Annals of Probability, Ann. Probab. 48(5), 2644-2646, (September 2020)

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