Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data

Chenchen Mou, City University of Hong Kong, People's Republic of China, and Jianfeng Zhang, University of Southern California, Los Angeles, California

1. Introduction 2. Preliminaries and the main results 3. A smooth mollifier on Wasserstein space 4. Some crucial estimates for the function $V$ 5. The good solution of master equations 6. The weak solution of master equations 7. The weak-viscosity solution of master equations 8. Convergence of the Nash system 9. Pointwise representation for Wasserstein derivatives A. Appendix