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Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation
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Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation (2022)Stabilization of Stochastic McKean--Vlaso…Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients (2021)Stability for Stochastic McKe…McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2021)McKean–Vlasov SDEs under meas…Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients (2020)Euler–Maruyama Approximations…Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …An Application of Stochastic Control Theory to Financial Economics (2004)An Application of Stochastic …Conditioned stochastic differential equations: theory, examples and application to finance (2002)Conditioned stochastic differ…Continuous Martingales and Brownian Motion (1999)Optimal Investments for Robust Utility Functionals in Complete Market Models (2005)The Malliavin Calculus and Related Topics (2006)Brownian Motion and Stochastic Calculus (2007)Robust Preferences and Robust Portfolio Choice (2009)Lévy random bridges and the modelling of financial information (2010)Stochastic Differential Equations (2003)Stochastic differential equations and applications (2008)An optimal portfolio model with stochastic volatility and stochastic interest rate (2010)A Stochastic Portfolio Optimization Model with Bounded Memory (2011)DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (2012)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Probabilistic Theory of Mean Field Games with Applications II (2018)Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients (2021)Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (2021)Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)Theory of Stochastic Differential Equations with Jumps and Applications (2005)Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering (2005)Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations (2021)Well-posedness and tamed schemes for McKean–Vlasov equations with common noise (2022)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)Stabilities of delay stochastic McKean-Vlasov equations in the G-framework (2024)The Well-Posedness and Stabilities of Mean-Field Stochastic Differential Equations Driven by G-Brownian Motion (2025)
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References

  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 2021McKean–Vlasov SDEs under measure dependent Lyapunov conditions97 cited
  • 2002Conditioned stochastic differential equations: theory, examples and application to finance91 cited
  • 2004An Application of Stochastic Control Theory to Financial Economics86 cited
  • 2020Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients44 cited
  • 2021Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients39 cited

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