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François Delarue · Study
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Author
François Delarue
32 works
· latest 2022
· 8 institutions
cluster: provisional
ORCID 0000-0002-5511-1088
Works
32 shown
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
Memoirs of the American Mathematical Society
·
2022
·
3 authors
·
Open access
147
citations
Finite state mean field games with Wright–Fisher common noise
Journal de Mathématiques Pures et Appliquées
·
2021
·
4 authors
·
Open access
44
citations
From the master equation to mean field game limit theory: Large deviations and concentration of measure
The Annals of Probability
·
2020
·
3 authors
·
Open access
57
citations
Mean Field Games
Lecture notes in mathematics
·
2020
·
5 authors
·
book
53
citations
The Master Equation and the Convergence Problem in Mean Field Games
Princeton University Press eBooks
·
2019
·
2 authors
·
book
198
citations
The Master Equation and the Convergence Problem in Mean Field Games
Princeton University Press eBooks
·
2019
·
4 authors
·
book
·
Open access
219
citations
The Master Equation and the Convergence Problem in Mean Field Games
Princeton University Press eBooks
·
2019
·
4 authors
·
book
·
Open access
49
citations
Selection of equilibria in a linear quadratic mean-field game
Stochastic Processes and their Applications
·
2019
·
2 authors
·
Open access
60
citations
Numerical method for FBSDEs of McKean–Vlasov type
The Annals of Applied Probability
·
2019
·
3 authors
·
Open access
47
citations
From the master equation to mean field game limit theory: a central limit theorem
Electronic Journal of Probability
·
2019
·
3 authors
·
Open access
84
citations
Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations
HAL
·
2018
·
2 authors
·
book
52
citations
Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games
·
2018
·
2 authors
·
book
70
citations
Probabilistic Theory of Mean Field Games with Applications II
Probability theory and stochastic modelling
·
2018
·
2 authors
·
book
576
citations
Probabilistic Theory of Mean Field Games with Applications I
Probability theory and stochastic modelling
·
2018
·
2 authors
·
book
494
citations
Mean Field Games of Timing and Models for Bank Runs
Applied Mathematics & Optimization
·
2017
·
3 authors
·
Open access
76
citations
Mean field games: A toy model on an Erdös-Renyi graph.
ESAIM Proceedings and Surveys
·
2017
·
1 author
·
Open access
44
citations
Mean field games with common noise
The Annals of Probability
·
2016
·
3 authors
204
citations
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
The Annals of Probability
·
2015
·
2 authors
244
citations
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type
The Annals of Applied Probability
·
2015
·
4 authors
·
Open access
111
citations
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
Probability Theory and Related Fields
·
2015
·
2 authors
·
Open access
75
citations
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
Stochastic Processes and their Applications
·
2015
·
4 authors
·
Open access
89
citations
The Master Equation for Large Population Equilibriums
Springer proceedings in mathematics & statistics
·
2014
·
2 authors
·
chapter
·
Open access
116
citations
Singular forward–backward stochastic differential equations and emissions derivatives
The Annals of Applied Probability
·
2013
·
4 authors
·
Open access
37
citations
Probabilistic Analysis of Mean-Field Games
SIAM Journal on Control and Optimization
·
2013
·
2 authors
435
citations
Mean field forward-backward stochastic differential equations
Electronic Communications in Probability
·
2013
·
2 authors
·
Open access
124
citations
Control of McKean–Vlasov dynamics versus mean field games
Mathematics and Financial Economics
·
2012
·
3 authors
·
Open access
238
citations
Density estimates for a random noise propagating through a chain of differential equations
Journal of Functional Analysis
·
2010
·
2 authors
·
Open access
130
citations
An interpolated stochastic algorithm for quasi-linear PDEs
Mathematics of Computation
·
2007
·
2 authors
·
Open access
38
citations
Weak existence and uniqueness for forward–backward SDEs
Stochastic Processes and their Applications
·
2006
·
2 authors
·
Open access
66
citations
A forward–backward stochastic algorithm for quasi-linear PDEs
The Annals of Applied Probability
·
2006
·
2 authors
·
Open access
136
citations
Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme
Lecture notes in mathematics
·
2003
·
1 author
·
chapter
59
citations
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
Stochastic Processes and their Applications
·
2002
·
1 author
·
Open access
267
citations