# Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions

arXiv: https://arxiv.org/abs/2202.08163 · HTML: https://mlsanity.com/paper/2202.08163/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Feb 2022.

## Built on by (most cited first, 3 of 3)

- [Policy Gradient for Continuous-Time Mean-Field Control](https://mlsanity.com/paper/2605.20718/) (2026)
- [A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents](https://mlsanity.com/paper/2402.07365/) (2024)
- [Graphon Particle Systems, Part II: Dynamics of Distributed Stochastic Continuum Optimization](https://mlsanity.com/paper/2407.02765/) (2024)

## Abstract (arXiv)

In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under two different assumptions and prove the stability with respect to the interacting graphons which are necessary to show propagation of chaos results. As an application of propagation of chaos, we prove the convergence of n-player game Nash equilibrium for a general model, which is new in the theory of graphon mean field games.