A maximum principle for mean-field SDEs with time change (Q1678481): Difference between revisions

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+A maximum principle for SDEs of mean-field type
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+Lévy Processes and Stochastic Calculus
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+Mean Field Games and Mean Field Type Control Theory
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Stochastic integrals in the plane
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Control of McKean-Vlasov dynamics versus mean field games
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+Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach
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+BSDEs driven by time-changed Lévy noises and optimal control
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+On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process
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+Characterization of stochastic processes with conditionally independent increments
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Nonlinear SDEs driven by L\'evy processes and related PDEs
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+Foundations of Modern Probability
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+Mean field games
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+Nonlinear vector integral equations as contraction mappings
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+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
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+Processes with conditional stationary independent increments
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+A Linear Generalization of Gronwall's Inequality
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