
Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84): Carmona, René, Delarue, François: 9783319564357: Amazon.com: Books,

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83): Carmona, René, Delarue, François: 9783319564371: Amazon.com: Books,

Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling Book 84) 1st ed. 2018, Carmona, René, Delarue, François -,

Mean Field Game Theory: A Tractable Methodology for Large Population Problems | SIAM,

3 3 Defining a Probability Measure on a Sigma Field