The paper proves global well-posedness of mean field games master equations with an endogenous common noise variable under flat or L2/displacement monotonicity conditions, including in the presence of additive common noise.
Well-posedn ess of mean-field type forward–backward stochastic differential equations
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A study of common noise in mean field games
The paper proves global well-posedness of mean field games master equations with an endogenous common noise variable under flat or L2/displacement monotonicity conditions, including in the presence of additive common noise.