Joe Jackson

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Person:2121078



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!

PublicationDate of PublicationType
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
Electronic Journal of Probability
2025-11-24Paper
Approximately optimal distributed stochastic controls beyond the mean field setting
The Annals of Applied Probability
2025-06-10Paper
Concentration bounds for stochastic systems with singular kernels
Proceedings of the American Mathematical Society
2025-03-21Paper
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise
Communications in Partial Differential Equations
2025-03-07Paper
Quantitative convergence for displacement monotone mean field games with controlled volatility
Mathematics of Operations Research
2025-01-28Paper
On the optimal rate for the convergence problem in mean field control
Journal of Functional Analysis
2024-11-06Paper
On quasilinear parabolic systems and FBSDEs of quadratic growth
The Annals of Applied Probability
2024-04-09Paper
On quasilinear parabolic systems and FBSDEs of quadratic growth
The Annals of Applied Probability
2024-04-09Paper
Sharp convergence rates for mean field control in the region of strong regularity2023-12-18Paper
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise2023-12-04Paper
An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
SIAM Journal on Control and Optimization
2023-11-29Paper
Global existence for quadratic FBSDE systems and application to stochastic differential games
Electronic Communications in Probability
2023-08-02Paper
A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians
SIAM Journal on Control and Optimization
2023-06-14Paper
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems
Stochastic Processes and their Applications
2023-05-17Paper
On the Optimal Rate for the Convergence Problem in Mean Field Control2023-05-15Paper
Quantitative convergence for displacement monotone mean field games with controlled volatility2023-04-10Paper
Approximately optimal distributed stochastic controls beyond the mean field setting2023-01-07Paper
Existence and uniqueness for non-Markovian triangular quadratic BSDEs
SIAM Journal on Control and Optimization
2022-06-17Paper
A characterization of solutions of quadratic BSDEs and a new approach to existence
Stochastic Processes and their Applications
2022-04-01Paper
On the speed of an excited asymmetric random walk
(available as arXiv preprint)
2019-10-10Paper
On the speed of an excited asymmetric random walk2019-10-10Paper


Research outcomes over time


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