| Publication | Date of Publication | Type |
|---|
| Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning | 2024-01-19 | Paper |
| Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs | 2023-12-01 | Paper |
| Applications of Mean Field Games in financial engineering and economic theory | 2023-11-29 | Paper |
| Synchronization in a Kuramoto mean field game | 2023-11-08 | Paper |
| Optimal Execution with Quadratic Variation Inventories | 2023-08-15 | Paper |
| Optimal Execution with Identity Optionality | 2023-05-24 | Paper |
| Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case | 2022-12-20 | Paper |
| Mean field models to regulate carbon emissions in electricity production | 2022-09-15 | Paper |
| Stochastic graphon games. II: The linear-quadratic case | 2022-09-12 | Paper |
| Stochastic Graphon Games: I. The Static Case | 2022-05-17 | Paper |
| Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach | 2022-05-03 | Paper |
| Mean Field Game Model for an Advertising Competition in a Duopoly | 2022-04-26 | Paper |
| Finite state graphon games with applications to epidemics | 2022-04-22 | Paper |
| Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization | 2022-01-20 | Paper |
| A Probabilistic Approach to Extended Finite State Mean Field Games | 2021-07-15 | Paper |
| Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case | 2021-06-18 | Paper |
| Erratum to: ``Mean field games with common noise | 2020-11-24 | Paper |
| The Dyson and Coulomb games | 2020-08-28 | Paper |
| Jet lag recovery: synchronization of circadian oscillators as a mean field game | 2020-04-29 | Paper |
| Cemracs 2017: numerical probabilistic approach to MFG | 2019-07-11 | Paper |
| Price of anarchy for Mean Field Games | 2019-07-11 | Paper |
| The self-financing equation in limit order book markets | 2019-06-27 | Paper |
| Systemic risk and stochastic games with delay | 2018-11-27 | Paper |
| Finite-State Contract Theory with a Principal and a Field of Agents | 2018-08-23 | Paper |
| The Master Equation for Large Population Equilibriums | 2018-04-09 | Paper |
| An alternative approach to mean field game with major and minor players, and applications to herders impacts | 2017-11-17 | Paper |
| Mean field games of timing and models for bank runs | 2017-11-17 | Paper |
| Simulation of Implied Volatility Surfaces via Tangent Lévy Models | 2017-06-02 | Paper |
| Probabilistic Theory of Mean Field Games with Applications I | 2017-05-22 | Paper |
| Probabilistic Theory of Mean Field Games with Applications II | 2017-05-22 | Paper |
| Mean field games with common noise | 2017-01-13 | Paper |
| Finite State Mean Field Games with Major and Minor Players | 2016-10-17 | Paper |
| A probabilistic approach to mean field games with major and minor players | 2016-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2807034 | 2016-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790463 | 2016-03-04 | Paper |
| Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics | 2015-10-30 | Paper |
| Mean field games and systemic risk | 2015-06-12 | Paper |
| A probabilistic weak formulation of mean field games and applications | 2015-05-29 | Paper |
| Mean field forward-backward stochastic differential equations | 2014-09-22 | Paper |
| The valuation of clean spread options: linking electricity, emissions and fuels | 2014-01-30 | Paper |
| Risk-Neutral Models for Emission Allowance Prices and Option Valuation | 2014-01-20 | Paper |
| Probabilistic Analysis of Mean-Field Games | 2013-11-15 | Paper |
| Singular FBSDEs and scalar conservation laws driven by diffusion processes | 2013-11-06 | Paper |
| Statistical Analysis of Financial Data in R | 2013-09-20 | Paper |
| Control of McKean-Vlasov dynamics versus mean field games | 2013-07-25 | Paper |
| Electricity price modeling and asset valuation: a multi-fuel structural approach | 2013-07-25 | Paper |
| Singular forward-backward stochastic differential equations and emissions derivatives | 2013-05-10 | Paper |
| Tangent Lévy market models | 2012-11-15 | Paper |
| An Introduction to Particle Methods with Financial Applications | 2012-09-28 | Paper |
| The Clean Development Mechanism and Joint Price Formation for Allowances and CERs | 2012-08-24 | Paper |
| Optimal Multiple Stopping of Linear Diffusions | 2011-04-27 | Paper |
| TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION | 2011-03-30 | Paper |
| Market Design for Emission Trading Schemes | 2010-09-06 | Paper |
| Optimal Stochastic Control and Carbon Price Formation | 2010-08-16 | Paper |
| PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS | 2010-08-11 | Paper |
| Valuation of energy storage: an optimal switching approach | 2010-05-26 | Paper |
| Interaction particle systems for the computation of rare credit portfolio losses | 2010-04-22 | Paper |
| Monte Carlo Malliavin Computation of the Sensitivities of Solutions of SPDEs | 2010-01-06 | Paper |
| Local volatility dynamic models | 2009-08-08 | Paper |
| Pricing Asset Scheduling Flexibility using Optimal Switching | 2009-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613977 | 2009-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613980 | 2009-03-16 | Paper |
| OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS | 2008-04-30 | Paper |
| HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets | 2008-01-14 | Paper |
| Interest rate models: an infinite dimensional stochastic analysis perspective | 2006-07-27 | Paper |
| Asymptotics for the boundary parabolic Anderson problem in a half space | 2006-05-24 | Paper |
| PRICING PRECIPITATION BASED DERIVATIVES | 2005-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160497 | 2005-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818537 | 2004-09-29 | Paper |
| A characterization of hedging portfolios for interest rate contingent claims. | 2004-09-15 | Paper |
| Pricing and Hedging Spread Options | 2004-01-20 | Paper |
| BSDEs with polynomial growth generators | 2002-02-17 | Paper |
| Asymptotics for the almost sure lyapunov exponent for the solution of the parabolic Anderson problem | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4950142 | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247242 | 2000-05-04 | Paper |
| Parabolic Anderson problem and intermittency | 1999-08-30 | Paper |
| Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter | 1998-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389733 | 1998-05-24 | Paper |
| Surface stretching for Ornstein Uhlenbeck velocity fields | 1998-03-09 | Paper |
| Homogenization for time-dependent two-dimensional incompressible Gaussian flows | 1998-01-22 | Paper |
| Diffusive hydrodynamic limits for systems of interacting diffusions with finite range random interaction | 1997-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690329 | 1997-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690331 | 1997-01-15 | Paper |
| Large deviations and exponential decay for the magnetization in a Gaussian random field | 1996-12-17 | Paper |
| Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849989 | 1996-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849990 | 1996-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848506 | 1996-04-09 | Paper |
| Stationary parabolic Anderson model and intermittency | 1995-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848505 | 1995-11-26 | Paper |
| Reflecting Brownian motions and comparison theorems for Neumann heat kernels | 1994-10-10 | Paper |
| A diffusion approximation result for two parameter processes | 1994-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279830 | 1994-08-11 | Paper |
| Traces of random variables on Wiener space and the Onsager-Machlup functional | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997506 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997838 | 1992-09-17 | Paper |
| Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497504 | 1989-01-01 | Paper |
| Random nonlinear wave equations: Smoothness of the solutions | 1988-01-01 | Paper |
| Random nonlinear wave equations: Propagation of singularities | 1988-01-01 | Paper |
| Anderson localization for Bernoulli and other singular potentials | 1987-01-01 | Paper |
| Inverse spectral theory for random Jacobi matrices | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3768106 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3799448 | 1987-01-01 | Paper |
| Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes | 1986-01-01 | Paper |
| Can one hear the dimension of a fractal? | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746248 | 1986-01-01 | Paper |
| One-dimensional Schrödinger operators with random potentials: a survey | 1985-01-01 | Paper |
| One-dimensional Schrödinger operators with random potentials | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676916 | 1984-01-01 | Paper |
| Schrödinger operators with an electric field and random or deterministic potentials | 1983-01-01 | Paper |
| One-dimensional Schrödinger operators with random or deterministic potentials: New spectral types | 1983-01-01 | Paper |
| Exponential moments for hitting times of uniformly ergodic Markov processes | 1983-01-01 | Paper |
| Exponential localization in one dimensional disordered systems | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942173 | 1982-01-01 | Paper |
| Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660632 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3903817 | 1980-01-01 | Paper |
| Regularity properties of Schrödinger and Dirichlet semigroups | 1979-01-01 | Paper |
| Tensor Gaussian measures on \(L^p(E)\) | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4185596 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4185597 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4192747 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194240 | 1979-01-01 | Paper |
| Pointwise bounds for Schrödinger eigenstates | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166947 | 1978-01-01 | Paper |
| Measurable norms and some Banach space valued Gaussian processes | 1977-01-01 | Paper |
| Potentials on abstract Wiener space | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4125523 | 1977-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4084475 Convergence en loi et lois du logarithme it�r� pour les vecteurs gaussiens] | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4091141 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4050833 | 1974-01-01 | Paper |
| Leveraging the turnpike effect for Mean Field Games numerics | 0001-01-03 | Paper |
