Markus Fischer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Probabilistic approach to finite state mean field games Applied Mathematics and Optimization	2020-04-14	Paper
On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness SIAM Journal on Control and Optimization	2019-08-30	Paper
On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness SIAM Journal on Control and Optimization	2019-08-30	Paper
McKean-Vlasov limit for interacting systems with simultaneous jumps Stochastic Analysis and Applications	2019-05-07	Paper
Simultaneous jumps in interacting particle systems: from neuronal networks to a general framework	2018-11-16	Paper
Continuous time mean-variance portfolio optimization through the mean field approach ESAIM: Probability and Statistics	2017-01-12	Paper
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes Electronic Journal of Probability	2015-08-07	Paper
Limits of relative entropies associated with weakly interacting particle systems Electronic Journal of Probability	2015-08-07	Paper
On large deviations for small noise Itô processes Advances in Applied Probability	2015-01-19	Paper
On large deviations for small noise Itô processes Advances in Applied Probability	2015-01-19	Paper
On the form of the large deviation rate function for the empirical measures of weakly interacting systems Bernoulli	2014-11-11	Paper
On the form of the large deviation rate function for the empirical measures of weakly interacting systems Bernoulli	2014-11-11	Paper
Time to absorption for a heterogeneous neutral competition model Journal of Statistical Physics	2014-10-07	Paper
A Curie-Weiss model with dissipation Journal of Statistical Physics	2014-01-17	Paper
An iterative procedure for constructing subsolutions of discrete-time optimal control problems SIAM Journal on Control and Optimization	2012-03-13	Paper
Large deviation properties of weakly interacting processes via weak convergence methods The Annals of Probability	2012-02-22	Paper
On the moments of the modulus of continuity of Itô processes Stochastic Analysis and Applications	2010-02-10	Paper
Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay Applied Mathematics and Optimization	2008-09-22	Paper
Discretisation of continuous-time stochastic optimal control problems with delay.	2008-03-13	Paper
Discretisation of stochastic control problems for continuous time dynamics with delay Journal of Computational and Applied Mathematics	2007-06-14	Paper
Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback Stochastic Analysis and Applications	2006-03-14	Paper
A TWO-STATE MODEL FOR NOISE-INDUCED RESONANCE IN BISTABLE SYSTEMS WITH DELAY Stochastics and Dynamics	2005-09-30	Paper

Research outcomes over time

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