scientific article; zbMATH DE number 3718249

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Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
Necessary and sufficient conditions for convergence of semimartingales and point processes. I
Necessary and sufficient conditions for convergence of semimartingales and point processes. II
G-stable convergence of semimartingales
Mean field games of timing and models for bank runs
On optimal control of forward-backward stochastic differential equations
Control and optimal stopping mean field games: a linear programming approach
Fine properties of the optimal Skorokhod embedding problem
A dynamic programming approach to distribution-constrained optimal stopping
Mean field games via controlled martingale problems: existence of Markovian equilibria
Optimal transport and Skorokhod embedding
Dual attainment for the martingale transport problem
Stochastic control of tidal dynamics equation with Lévy noise
Convergence results for multivariate martingales
Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
Optimal Skorokhod embedding under finitely many marginal constraints
Convergence at first and second order of some approximations of stochastic integrals
Conditionally identically distributed species sampling sequences
Necessary conditions for optimality for a diffusion with a non-smooth drift
Mean field games with singular controls
On the relaxed mean-field stochastic control problem
Compactification methods in the control of degenerate diffusions: existence of an optimal control
A Probabilistic Approach to Extended Finite State Mean Field Games
A constructive approach to existence of equilibria in time-inconsistent stochastic control problems
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
Two-armed restless bandits with imperfect information: stochastic control and indexability
Weak convergence of measures
Fluctuation theorems for synchronization of interacting Pólya's urns
Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
A strong version of the Skorohod representation theorem
Heterogeneous gradient flows in the topology of fibered optimal transport
Birth death swap population in random environment and aggregation with two timescales
The martingale problem method revisited
Superposition and mimicking theorems for conditional McKean-Vlasov equations
A note on the adapted weak topology in discrete time
Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
Nonlinear semimartingales and Markov processes with jumps
Control of McKean-Vlasov SDEs with contagion through killing at a state-dependent intensity
A mean-field version of Bank-El Karoui's representation of stochastic processes
On the existence of optimal controls for reflected McKean-Vlasov stochastic differential equations
A limit theory for controlled McKean-Vlasov SPDEs
A general characterization of the mean field limit for stochastic differential games
Existence of optimal controls for systems of controlled forward-backward doubly SDEs
Approximation and optimality necessary conditions in relaxed stochastic control problems
On Stratonovich integral equations driven by continuous \(p\)-semimartingales

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