scientific article; zbMATH DE number 3738653

Cited in

(36)

An extension of a theorem of K. Yamada to equations ``with memory
Optimal control for a class of nonlinear stochastic hereditary systems
On the rate of convergence of the diffusion approximations
Mean field games of timing and models for bank runs
\(L^p\) solution of backward stochastic differential equations driven by a marked point process
Existence of weak solutions to stochastic evolution inclusions
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
Stability of backward stochastic differential equations
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
Stochastic McKendrick-von Foerster models with applications
All adapted topologies are equal
Semimartingale stochastic approximation procedure and recursive estimation
Weak solutions of backward stochastic differential equations with continuous generator
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
On the convergence of closed-loop Nash equilibria to the mean field game limit
Stochastic retarded inclusion with Carathéodory-upper separated multifunctions
On the existence of solutions to stochastic differential equations on Loeb spaces
Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations
Causal transport plans and their Monge-Kantorovich problems
High Order Stochastic Inclusions and Their Applications
Weak solutions to gamma-driven stochastic differential equations
Nonlinear continuous semimartingales
The martingale problem method revisited
Superposition and mimicking theorems for conditional McKean-Vlasov equations
A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs
Ergodicity of the underdamped mean-field Langevin dynamics
Itô's formula for flows of conditional measures on semimartingales
The fractional stochastic Black-Scholes equation versus artificial neural networks: a comparative study of option pricing on the masi index
Adapted Wasserstein distance between the laws of SDEs
Robust market convergence: from discrete to continuous time
A limit theory for controlled McKean-Vlasov SPDEs
Differentiable selections of multifunctions and their applications
Elementary embeddings and games in adapted probability logic
On Stratonovich integral equations driven by continuous \(p\)-semimartingales

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