SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime
8 references·1 citing·30 second hop
Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime (2020)Uniqueness for contagious McKean–Vlasov s…Monitoring indirect contagion (2019)Monitoring indirect contagionAn SPDE model for systemic risk with endogenous contagion (2019)An SPDE model for systemic ri…A McKean–Vlasov equation with positive feedback and blow-ups (2019)A McKean–Vlasov equation with…Particle systems with singular interaction through hitting times: Application in systemic risk modeling (2018)Particle systems with singula…A stochastic McKean–Vlasov equation for absorbing diffusions on the half-line (2017)A stochastic McKean–Vlasov eq…Particle systems with a singular mean-field self-excitation. Application to neuronal networks (2015)Particle systems with a singu…Global solvability of a networked integrate-and-fire model of McKean–Vlasov type (2015)Global solvability of a netwo…Weak and strong solutions of general stochastic models (2014)Weak and strong solutions of …Propagation of minimality in the supercooled Stefan problem (2023)Propagation of minimality in …Controlled Diffusion Processes (1980)Optimal stopping and free-boundary problems (2006)Density estimates for a random noise propagating through a chain of differential equations (2010)Mean-field limit of generalized Hawkes processes (2017)On the uniqueness of solutions of stochastic differential equations (1971)Tightness criteria for laws of semimartingales (1984)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Mean Field Games of Timing and Models for Bank Runs (2017)All adapted topologies are equal (2020)Distribution dependent stochastic differential equations (2021)Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)$N$-player games and mean-field games with absorption (2018)Contagion in financial networks (2010)Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)A Mean Field Competition (2019)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Interconnected banks and systemically important exposures (2021)Multilayer financial networks and systemic importance: Evidence from China (2021)What Drives House Price Cycles? International Experience and Policy Issues (2021)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Brownian Motion and Stochastic Calculus (2007)ON MEAN FIELD GAMES MODELS FOR EXHAUSTIBLE COMMODITIES TRADE (2018)Financial Contagion (2000)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean Field Games with Applications II (2018)
this work references cited by second hop

References

  • 2015Global solvability of a networked integrate-and-fire model of McKean–Vlasov type111 cited
  • 2019Monitoring indirect contagion100 cited
  • 2015Particle systems with a singular mean-field self-excitation. Application to neuronal networks89 cited
  • 2014Weak and strong solutions of general stochastic models77 cited
  • 2018Particle systems with singular interaction through hitting times: Application in systemic risk modeling60 cited
  • 2019A McKean–Vlasov equation with positive feedback and blow-ups46 cited
  • 2019An SPDE model for systemic risk with endogenous contagion38 cited
  • 2017A stochastic McKean–Vlasov equation for absorbing diffusions on the half-line28 cited

Cited by

  • 2023Propagation of minimality in the supercooled Stefan problem18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work