Pages that link to "Item:Q3623872"

The following pages link to Nonlinear SDEs driven by L\'evy processes and related PDEs (Q3623872):

Displaying 50 items.

• A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
• Lévy flights in evolutionary ecology (Q455776) (← links)
• A maximum principle for SDEs of mean-field type (Q538473) (← links)
• A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
• Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
• Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
• Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
• Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
• Interacting multi-class transmissions in large stochastic networks (Q1049566) (← links)
• Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
• A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
• Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
• Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients (Q2022315) (← links)
• An emergent autonomous flow for mean-field spin glasses (Q2032429) (← links)
• Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions (Q2097567) (← links)
• Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
• Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• From mean field games to the best reply strategy in a stochastic framework (Q2179034) (← links)
• Quenched mass transport of particles toward a target (Q2194119) (← links)
• Well-posedness of some non-linear stable driven SDEs (Q2229370) (← links)
• Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
• Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
• Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845) (← links)
• \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps (Q2273696) (← links)
• Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
• Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
• Bifurcation to coherent structures in nonlocally coupled systems (Q2318449) (← links)
• Mean-field-type games (Q2335249) (← links)
• Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
• Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
• Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean (Q4967870) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
• (Q5134823) (← links)
• Fractional Fokker--Planck Equation with General Confinement Force (Q5208769) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations (Q5859958) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps (Q6072418) (← links)