François Delarue

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Person:292114

Available identifiers

zbMath Open delarue.francoisWikidataQ102230038 ScholiaQ102230038MaRDI QIDQ292114

List of research outcomes

PublicationDate of PublicationType
Selected topics in mean field games2024-03-24Paper
Mean field games and master equation2023-11-29Paper
On the Optimal Rate for the Convergence Problem in Mean Field Control2023-05-15Paper
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games2023-01-09Paper
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria2022-10-25Paper
Rearranged Stochastic Heat Equation2022-10-03Paper
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness2022-05-16Paper
Weak solutions to the master equation of potential mean field games2022-04-08Paper
Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths2022-03-02Paper
Selection by vanishing common noise for potential finite state mean field games2022-02-28Paper
Propagation of chaos for mean field rough differential equations2021-07-02Paper
An example driven introduction to probabilistic rough paths2021-06-17Paper
Finite state mean field games with Wright-Fisher common noise2021-03-10Paper
Master equation for finite state mean field games with additive common noise2021-01-29Paper
Erratum to: ``Mean field games with common noise2020-11-24Paper
Solving mean field rough differential equations2020-05-29Paper
From the master equation to mean field game limit theory: large deviations and concentration of measure2020-05-29Paper
Convergence analysis of upwind type schemes for the aggregation equation with pointy potential2020-04-16Paper
Restoring uniqueness to mean-field games by randomizing the equilibria2020-03-06Paper
Selection of equilibria in a linear quadratic mean-field game2020-01-24Paper
Zero noise limit for multidimensional SDEs driven by a pointy gradient2019-09-18Paper
Cemracs 2017: numerical probabilistic approach to MFG2019-07-11Paper
Numerical schemes for the aggregation equation with pointy potentials2019-07-11Paper
Network of interacting neurons with random synaptic weights2019-07-11Paper
From the master equation to mean field game limit theory: a central limit theorem2019-06-20Paper
Numerical method for FBSDEs of McKean-Vlasov type2019-05-22Paper
The Master Equation and the Convergence Problem in Mean Field Games2018-11-30Paper
From the master equation to mean field game limit theory: A central limit theorem2018-04-23Paper
The Master Equation for Large Population Equilibriums2018-04-09Paper
Mean field games: A toy model on an Erdös-Renyi graph.2018-03-07Paper
Convergence order of upwind type schemes for transport equations with discontinuous coefficients2017-11-22Paper
Mean field games of timing and models for bank runs2017-11-17Paper
Probabilistic Theory of Mean Field Games with Applications I2017-05-22Paper
Probabilistic Theory of Mean Field Games with Applications II2017-05-22Paper
https://portal.mardi4nfdi.de/entity/Q29697792017-03-23Paper
Mean field games with common noise2017-01-13Paper
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers2016-06-10Paper
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)2015-11-27Paper
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics2015-10-30Paper
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type2015-07-27Paper
Particle systems with a singular mean-field self-excitation. Application to neuronal networks2015-04-28Paper
The transition point in the zero noise limit for a 1D Peano example2014-12-02Paper
Information Transmission under Random Emission Constraints2014-11-14Paper
A Probabilistic approach to classical solutions of the master equation for large population equilibria2014-11-11Paper
Noise Prevents Collapse of Vlasov-Poisson Point Charges2014-10-09Paper
Mean field forward-backward stochastic differential equations2014-09-22Paper
Probabilistic Analysis of Mean-Field Games2013-11-15Paper
Singular FBSDEs and scalar conservation laws driven by diffusion processes2013-11-06Paper
Control of McKean-Vlasov dynamics versus mean field games2013-07-25Paper
Singular forward-backward stochastic differential equations and emissions derivatives2013-05-10Paper
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations2012-11-23Paper
Probabilistic Approach to Regularity2012-02-08Paper
Probabilistic analysis of the upwind scheme for transport equations2011-10-04Paper
Density estimates for a random noise propagating through a chain of differential equations2010-09-06Paper
Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs2010-02-16Paper
Large deviations analysis for distributed algorithms in an ergodic Markovian environment2010-01-18Paper
Hitting time of a corner for a reflected diffusion in the square2009-10-08Paper
Stochastic homogenization of quasilinear PDEs with a spatial degeneracy2009-05-22Paper
An interpolated stochastic algorithm for quasi-linear PDEs2007-11-30Paper
Distributed algorithms in an ergodic Markovian environment2007-02-07Paper
Weak existence and uniqueness for forward-backward SDEs2007-01-09Paper
A forward-backward stochastic algorithm for quasi-linear PDEs2006-06-29Paper
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.2005-02-25Paper
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients.2004-12-10Paper
https://portal.mardi4nfdi.de/entity/Q44532662004-03-07Paper

Research outcomes over time


Doctoral students

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