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. Introduction2. Preliminaries and the main results3. A smooth mollifier on Wasserstein space4. Some crucial estimates for the function $V$5. The good solution of master equations6. The weak solution of master equations7. The weak-viscosity solution of master equations8. Convergence of the Nash system9. Pointwise representation for Wasserstein derivativesA. Appendix