SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Propagation of minimality in the supercooled Stefan problem
10 references·0 citing·23 second hop
Propagation of minimality in the supercooled Stefan problem (2023)Propagation of minimality in the supercoo…Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime (2020)Uniqueness for contagious McK…An 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…Probabilistic Theory of Mean Field Games with Applications II (2018)Probabilistic Theory of Mean …Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …Particle systems with singular interaction through hitting times: Application in systemic risk modeling (2018)Particle systems with singula…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…Optimal stopping and free-boundary problems (2006)Optimal stopping and free-bou…Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Stochastic-process limits : a…Controlled Diffusion Processes (1980)Density estimates for a random noise propagating through a chain of differential equations (2010)Mean-field limit of generalized Hawkes processes (2017)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)Linear-Quadratic Mean Field Games (2015)Mean field game of controls and an application to trade crowding (2017)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Monitoring indirect contagion (2019)Financial Contagion (2000)Brownian Motion and Stochastic Calculus (2007)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Dynamic Routing in Large-Scale Service Systems with Heterogeneous Servers (2005)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Control of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and Feedback (2015)$N$-player games and mean-field games with absorption (2018)Well-posedness of distribution dependent SDEs with singular drifts (2021)Waiting for News in the Market for Lemons (2012)Sorting through Search and Matching Models in Economics (2017)Bandit Algorithms (2020)
this work references cited by second hop

References

  • 2006Optimal stopping and free-boundary problems1,070 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications II607 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I559 cited
  • 2002Stochastic-process limits : an introduction to stochastic-process limits and their application to queues468 cited
  • 2015Global solvability of a networked integrate-and-fire model of McKean–Vlasov type111 cited
  • 2015Particle systems with a singular mean-field self-excitation. Application to neuronal networks89 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
  • 2020Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime22 cited

Cited by

No citing works inside the corpus for this window.

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