Systemic risk and interbank lending (Q1626503): Difference between revisions

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+Stability in a Model of Interbank Lending
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+Mean field games and systemic risk
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+Large Deviations for a Mean Field Model of Systemic Risk
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+Mean field games. I: The stationary case
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+Mean field games. II: Finite horizon and optimal control
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+Mean field games
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
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+Linear-quadratic mean field games
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+A probabilistic weak formulation of mean field games and applications
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+Control of McKean-Vlasov dynamics versus mean field games
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+A general characterization of the mean field limit for stochastic differential games
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+Translation invariant mean field games with common noise
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+A class of degenerate stochastic differential equations with non-Lipschitz coefficients
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+Mathematical methods for financial markets.
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+Q2807034
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+Forward-backward linear quadratic stochastic optimal control problem with delay
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+The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
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+A survey and some generalizations of Bessel processes
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+A comparison theorem for solutions of stochastic differential equations and its applications
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+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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+Controlled Markov processes and viscosity solutions
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