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Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2007Mean field games2,638 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
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76 cited
  • 1983On the Relation of Zakai’s and Mortensen’s Equations57 cited
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    • 2019Mean Field Games with Partial Observation24 cited