| Publication | Date of Publication | Type |
|---|
A spectral dominance approach to large random matrices. II
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2024-12-12 | Paper |
A mean field game approach to bitcoin mining
SIAM Journal on Financial Mathematics | 2024-10-23 | Paper |
On Lipschitz solutions of mean field games master equations
| 2023-02-10 | Paper |
Simulating numerically the Krusell-Smith model with neural networks
| 2022-11-14 | Paper |
A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem
| 2022-10-06 | Paper |
A spectral dominance approach to large random matrices
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2022-07-13 | Paper |
A class of short-term models for the oil industry that accounts for speculative oil storage
Finance and Stochastics | 2022-07-05 | Paper |
Dimension reduction techniques in deterministic mean field games
Communications in Partial Differential Equations | 2022-05-09 | Paper |
Income and wealth distribution in macroeconomics: a continuous-time approach
Review of Economic Studies | 2022-03-16 | Paper |
A mean field game model for the evolution of cities
Journal of Dynamics and Games | 2021-12-17 | Paper |
Master equation for the finite state space planning problem
Archive for Rational Mechanics and Analysis | 2021-08-27 | Paper |
Strategic advantages in mean field games with a major player
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2020-08-03 | Paper |
Mean Field Game Approach to Bitcoin Mining
| 2020-04-17 | Paper |
A class of short-term models for the oil industry addressing speculative storage
| 2020-03-26 | Paper |
Mean Field Games for Modeling Crowd Motion
Computational Methods in Applied Sciences | 2019-07-17 | Paper |
Some remarks on mean field games
Communications in Partial Differential Equations | 2019-05-14 | Paper |
The dynamics of inequality
Econometrica | 2019-01-31 | Paper |
The Master Equation and the Convergence Problem in Mean Field Games
| 2018-11-30 | Paper |
Optimal Real-Time Bidding Strategies
Applied Mathematics Research eXpress | 2018-09-26 | Paper |
Mean-field games with a major player
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-08-14 | Paper |
A long-term mathematical model for mining industries
Applied Mathematics and Optimization | 2017-04-03 | Paper |
Partial differential equation models in macroeconomics
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-01-13 | Paper |
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Mathematics and Financial Economics | 2016-06-29 | Paper |
Long time average of mean field games with a nonlocal coupling
SIAM Journal on Control and Optimization | 2014-01-27 | Paper |
Long time average of mean field games
Networks and Heterogeneous Media | 2013-03-21 | Paper |
Mean field games and applications
Paris-Princeton Lectures on Mathematical Finance 2010 | 2010-12-14 | Paper |
Large investor trading impacts on volatility
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2009-02-26 | Paper |
Mean field games
Japanese Journal of Mathematics. 3rd Series | 2009-02-06 | Paper |
Large Investor Trading Impacts on Volatility
Paris-Princeton Lectures on Mathematical Finance 2004 | 2008-01-14 | Paper |
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-14 | Paper |
Mean field games. II: Finite horizon and optimal control
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-03-02 | Paper |
Towards a self-consistent theory of volatility
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2007-02-13 | Paper |
Mean field games. I: The stationary case
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-12-14 | Paper |
Une classe nouvelle de problèmes singuliers de contrôle stochastique
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-10-30 | Paper |
Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Finance and Stochastics | 2001-07-11 | Paper |
Contrôle stochastique avec informations partielles et applications à la Finance
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-06-07 | Paper |
Applications of Malliavin calculus to Monte Carlo methods in finance
Finance and Stochastics | 2000-05-24 | Paper |
scientific article; zbMATH DE number 1069624 (Why is no real title available?)
| 1998-10-12 | Paper |
scientific article; zbMATH DE number 1069623 (Why is no real title available?)
| 1997-10-01 | Paper |
scientific article; zbMATH DE number 847799 (Why is no real title available?)
| 1996-02-26 | Paper |
scientific article; zbMATH DE number 152110 (Why is no real title available?)
| 1993-04-28 | Paper |
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1992-06-28 | Paper |
Existence of equilibrium with incomplete markets
Journal of Mathematical Economics | 1990-01-01 | Paper |
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
Mathematische Annalen | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4156238 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4027137 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4091932 (Why is no real title available?)
| 1987-01-01 | Paper |
A remark on regularization in Hilbert spaces
Israel Journal of Mathematics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3962788 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3954799 (Why is no real title available?)
| 1986-01-01 | Paper |
Existence of multiple periodic orbits on star‐shaped hamiltonian surfaces
Communications on Pure and Applied Mathematics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3862105 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3930777 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3906975 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3860032 (Why is no real title available?)
| 1983-01-01 | Paper |
Periodic solutions of functional differential inclusions and fixed points of \(\sigma\)-selectionable correspondences
Journal of Mathematical Analysis and Applications | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3878406 (Why is no real title available?)
| 1983-01-01 | Paper |
Selective stabilization of muscle innervation during development: A mathematical model
Biological Cybernetics | 1983-01-01 | Paper |
A mathematical model of solar flares
Quarterly of Applied Mathematics | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3835418 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3799251 (Why is no real title available?)
| 1982-01-01 | Paper |
On the set of solutions to a semilinear parabolic equation
Communications in Partial Differential Equations | 1982-01-01 | Paper |
On the number of periodic trajectories for a Hamiltonian flow on a convex energy surface
Annals of Mathematics. Second Series | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3702414 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3616729 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3598254 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3541521 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3525963 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3535128 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3542146 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3540715 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3481517 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3552368 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3481337 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3476101 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3556790 (Why is no real title available?)
| 1974-01-01 | Paper |
scientific article; zbMATH DE number 3563778 (Why is no real title available?)
| 1974-01-01 | Paper |
Intégrandes normales et mesures paramétrées en calcul des variations
Bulletin de la Société mathématique de France | 1973-01-01 | Paper |
scientific article; zbMATH DE number 3442708 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3416590 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3414977 (Why is no real title available?)
| 1972-01-01 | Paper |
scientific article; zbMATH DE number 3416615 (Why is no real title available?)
| 1972-01-01 | Paper |
scientific article; zbMATH DE number 3364328 (Why is no real title available?)
| 1971-01-01 | Paper |
A spectral dominance approach to large random matrices: part II
| N/A | Paper |
