| Publication | Date of Publication | Type |
|---|
Fourier Galerkin approximation of mean field control problems
NoDEA. Nonlinear Differential Equations and Applications | 2025-01-24 | Paper |
On the optimal rate for the convergence problem in mean field control
Journal of Functional Analysis | 2024-11-06 | Paper |
Selected topics in mean field games
International Congress of Mathematicians | 2024-03-24 | Paper |
Mean field games and master equation
Proceedings of Symposia in Applied Mathematics | 2023-11-29 | Paper |
On the Optimal Rate for the Convergence Problem in Mean Field Control
| 2023-05-15 | Paper |
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
Mathematics of Operations Research | 2023-01-09 | Paper |
A probabilistic approach to classical solutions of the master equation for large population equilibria
Memoirs of the American Mathematical Society | 2022-10-25 | Paper |
Rearranged Stochastic Heat Equation
| 2022-10-03 | Paper |
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
Probability and Mathematical Physics | 2022-05-16 | Paper |
Weak solutions to the master equation of potential mean field games
| 2022-04-08 | Paper |
Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths
| 2022-03-02 | Paper |
Selection by vanishing common noise for potential finite state mean field games
Communications in Partial Differential Equations | 2022-02-28 | Paper |
Propagation of chaos for mean field rough differential equations
The Annals of Probability | 2021-07-02 | Paper |
An example driven introduction to probabilistic rough paths
| 2021-06-17 | Paper |
Finite state mean field games with Wright-Fisher common noise
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2021-03-10 | Paper |
Master equation for finite state mean field games with additive common noise
| 2021-01-29 | Paper |
Erratum to: ``Mean field games with common noise
The Annals of Probability | 2020-11-24 | Paper |
Solving mean field rough differential equations
Electronic Journal of Probability | 2020-05-29 | Paper |
From the master equation to mean field game limit theory: large deviations and concentration of measure
The Annals of Probability | 2020-05-29 | Paper |
Convergence analysis of upwind type schemes for the aggregation equation with pointy potential
Annales Henri Lebesgue | 2020-04-16 | Paper |
Restoring uniqueness to mean-field games by randomizing the equilibria
Stochastic and Partial Differential Equations. Analysis and Computations | 2020-03-06 | Paper |
Selection of equilibria in a linear quadratic mean-field game
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Zero noise limit for multidimensional SDEs driven by a pointy gradient
| 2019-09-18 | Paper |
Network of interacting neurons with random synaptic weights
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
CEMRACS 2017: numerical probabilistic approach to MFG
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Numerical schemes for the aggregation equation with pointy potentials
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
From the master equation to mean field game limit theory: a central limit theorem
Electronic Journal of Probability | 2019-06-20 | Paper |
Numerical method for FBSDEs of McKean-Vlasov type
The Annals of Applied Probability | 2019-05-22 | Paper |
The Master Equation and the Convergence Problem in Mean Field Games
| 2018-11-30 | Paper |
From the master equation to mean field game limit theory: A central limit theorem
| 2018-04-23 | Paper |
The master equation for large population equilibriums
Springer Proceedings in Mathematics & Statistics | 2018-04-09 | Paper |
Mean field games: A toy model on an Erdös-Renyi graph.
ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
Convergence order of upwind type schemes for transport equations with discontinuous coefficients
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2017-11-22 | Paper |
Mean field games of timing and models for bank runs
Applied Mathematics and Optimization | 2017-11-17 | Paper |
Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
Probability Theory and Stochastic Modelling | 2017-05-22 | Paper |
Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
Probability Theory and Stochastic Modelling | 2017-05-22 | Paper |
scientific article; zbMATH DE number 6696729 (Why is no real title available?)
| 2017-03-23 | Paper |
Mean field games with common noise
The Annals of Probability | 2017-01-13 | Paper |
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-06-10 | Paper |
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)
Electronic Journal of Probability | 2015-11-27 | Paper |
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
The Annals of Probability | 2015-10-30 | Paper |
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
The Annals of Applied Probability | 2015-07-27 | Paper |
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
Stochastic Processes and their Applications | 2015-04-28 | Paper |
The transition point in the zero noise limit for a 1D Peano example
Discrete and Continuous Dynamical Systems | 2014-12-02 | Paper |
Information Transmission under Random Emission Constraints
Combinatorics, Probability and Computing | 2014-11-14 | Paper |
Information transmission under random emission constraints
Combinatorics, Probability and Computing | 2014-11-14 | Paper |
A Probabilistic approach to classical solutions of the master equation for large population equilibria
| 2014-11-11 | Paper |
Noise prevents collapse of Vlasov-Poisson point charges
Communications on Pure and Applied Mathematics | 2014-10-09 | Paper |
Mean field forward-backward stochastic differential equations
Electronic Communications in Probability | 2014-09-22 | Paper |
Probabilistic analysis of mean-field games
SIAM Journal on Control and Optimization | 2013-11-15 | Paper |
Singular FBSDEs and scalar conservation laws driven by diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-11-06 | Paper |
Control of McKean-Vlasov dynamics versus mean field games
Mathematics and Financial Economics | 2013-07-25 | Paper |
Singular forward-backward stochastic differential equations and emissions derivatives
The Annals of Applied Probability | 2013-05-10 | Paper |
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
Journal of Functional Analysis | 2012-11-23 | Paper |
Probabilistic approach to regularity
Complex Monge–Ampère Equations and Geodesics in the Space of Kähler Metrics | 2012-02-08 | Paper |
Probabilistic analysis of the upwind scheme for transport equations
Archive for Rational Mechanics and Analysis | 2011-10-04 | Paper |
Density estimates for a random noise propagating through a chain of differential equations
Journal of Functional Analysis | 2010-09-06 | Paper |
Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs
Journal of Differential Equations | 2010-02-16 | Paper |
Large deviations analysis for distributed algorithms in an ergodic Markovian environment
Applied Mathematics and Optimization | 2010-01-18 | Paper |
Hitting time of a corner for a reflected diffusion in the square
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Stochastic homogenization of quasilinear PDEs with a spatial degeneracy
Asymptotic Analysis | 2009-05-22 | Paper |
An interpolated stochastic algorithm for quasi-linear PDEs
Mathematics of Computation | 2007-11-30 | Paper |
Distributed algorithms in an ergodic Markovian environment
Random Structures & Algorithms | 2007-02-07 | Paper |
Weak existence and uniqueness for forward-backward SDEs
Stochastic Processes and their Applications | 2007-01-09 | Paper |
A forward-backward stochastic algorithm for quasi-linear PDEs
The Annals of Applied Probability | 2006-06-29 | Paper |
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients.
The Annals of Probability | 2004-12-10 | Paper |
scientific article; zbMATH DE number 2050993 (Why is no real title available?)
| 2004-03-07 | Paper |
Uniform in time weak propagation of chaos on the torus
| N/A | Paper |
Intrinsic regularization by noise for $1d$ mean field games
| N/A | Paper |
Fourier Galerkin approximation of mean field control problems
| N/A | Paper |
Rearranged Stochastic Heat Equation: Ergodicity and Related Gradient Descent on the Space of Probability Measures
| N/A | Paper |
