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Systemic Risk and Interbank Lending
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References

  • 2007Brownian Motion and Stochastic Calculus7,544 cited
  • 2007Mean field games2,785 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1998Brownian Motion and Stochastic Calculus2,219 cited
  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,629 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 2006Jeux à champ moyen. I – Le cas stationnaire983 cited
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  • 2015Mean Field Games and systemic risk244 cited
  • 2012Control of McKean–Vlasov dynamics versus mean field games238 cited
  • 2015Linear-Quadratic Mean Field Games233 cited

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A probabilistic weak formulation of mean field games and applications
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