Publication | Date of Publication | Type |
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Selected topics in mean field games | 2024-03-24 | Paper |
Mean field games and master equation | 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 | 2023-01-09 | Paper |
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria | 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 | 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 | 2022-02-28 | Paper |
Propagation of chaos for mean field rough differential equations | 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 | 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 | 2020-11-24 | Paper |
Solving mean field rough differential equations | 2020-05-29 | Paper |
From the master equation to mean field game limit theory: large deviations and concentration of measure | 2020-05-29 | Paper |
Convergence analysis of upwind type schemes for the aggregation equation with pointy potential | 2020-04-16 | Paper |
Restoring uniqueness to mean-field games by randomizing the equilibria | 2020-03-06 | Paper |
Selection of equilibria in a linear quadratic mean-field game | 2020-01-24 | Paper |
Zero noise limit for multidimensional SDEs driven by a pointy gradient | 2019-09-18 | Paper |
Cemracs 2017: numerical probabilistic approach to MFG | 2019-07-11 | Paper |
Numerical schemes for the aggregation equation with pointy potentials | 2019-07-11 | Paper |
Network of interacting neurons with random synaptic weights | 2019-07-11 | Paper |
From the master equation to mean field game limit theory: a central limit theorem | 2019-06-20 | Paper |
Numerical method for FBSDEs of McKean-Vlasov type | 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 | 2018-04-09 | Paper |
Mean field games: A toy model on an Erdös-Renyi graph. | 2018-03-07 | Paper |
Convergence order of upwind type schemes for transport equations with discontinuous coefficients | 2017-11-22 | Paper |
Mean field games of timing and models for bank runs | 2017-11-17 | 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 |
https://portal.mardi4nfdi.de/entity/Q2969779 | 2017-03-23 | Paper |
Mean field games with common noise | 2017-01-13 | Paper |
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers | 2016-06-10 | Paper |
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\) | 2015-11-27 | Paper |
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics | 2015-10-30 | Paper |
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type | 2015-07-27 | Paper |
Particle systems with a singular mean-field self-excitation. Application to neuronal networks | 2015-04-28 | Paper |
The transition point in the zero noise limit for a 1D Peano example | 2014-12-02 | Paper |
Information Transmission under Random Emission Constraints | 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 | 2014-10-09 | Paper |
Mean field forward-backward stochastic differential equations | 2014-09-22 | 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 |
Control of McKean-Vlasov dynamics versus mean field games | 2013-07-25 | Paper |
Singular forward-backward stochastic differential equations and emissions derivatives | 2013-05-10 | Paper |
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations | 2012-11-23 | Paper |
Probabilistic Approach to Regularity | 2012-02-08 | Paper |
Probabilistic analysis of the upwind scheme for transport equations | 2011-10-04 | Paper |
Density estimates for a random noise propagating through a chain of differential equations | 2010-09-06 | Paper |
Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs | 2010-02-16 | Paper |
Large deviations analysis for distributed algorithms in an ergodic Markovian environment | 2010-01-18 | Paper |
Hitting time of a corner for a reflected diffusion in the square | 2009-10-08 | Paper |
Stochastic homogenization of quasilinear PDEs with a spatial degeneracy | 2009-05-22 | Paper |
An interpolated stochastic algorithm for quasi-linear PDEs | 2007-11-30 | Paper |
Distributed algorithms in an ergodic Markovian environment | 2007-02-07 | Paper |
Weak existence and uniqueness for forward-backward SDEs | 2007-01-09 | Paper |
A forward-backward stochastic algorithm for quasi-linear PDEs | 2006-06-29 | Paper |
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. | 2005-02-25 | Paper |
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. | 2004-12-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4453266 | 2004-03-07 | Paper |