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Jean‐Michel Lasry · Study
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Author
Jean‐Michel Lasry
15 works
· latest 2021
· 5 institutions
cluster: provisional
Works
15 shown
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
The Review of Economic Studies
·
2021
·
5 authors
·
Open access
397
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
Some remarks on mean field games
Communications in Partial Differential Equations
·
2019
·
3 authors
·
Open access
55
citations
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
National Bureau of Economic Research
·
2017
·
5 authors
·
report
·
Open access
126
citations
The Dynamics of Inequality
Econometrica
·
2016
·
4 authors
·
Open access
376
citations
Long Time Average of Mean Field Games with a Nonlocal Coupling
SIAM Journal on Control and Optimization
·
2013
·
4 authors
142
citations
Long time average of mean field games
Networks and Heterogeneous Media
·
2012
·
4 authors
·
Open access
145
citations
Mean Field Games and Applications
Lecture notes in mathematics
·
2010
·
3 authors
·
chapter
589
citations
Paris-Princeton Lectures on Mathematical Finance 2010
Lecture notes in mathematics
·
2010
·
9 authors
·
book
149
citations
Mean field games
Japanese journal of mathematics
·
2007
·
2 authors
·
Open access
2,638
citations
Jeux à champ moyen. II – Horizon fini et contrôle optimal
Comptes Rendus Mathématique
·
2006
·
2 authors
·
Open access
810
citations
Jeux à champ moyen. I – Le cas stationnaire
Comptes Rendus Mathématique
·
2006
·
2 authors
965
citations
Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Finance and Stochastics
·
2001
·
3 authors
174
citations
Applications of Malliavin calculus to Monte Carlo methods in finance
Finance and Stochastics
·
1999
·
4 authors
·
Open access
549
citations