References

No references inside the corpus for this window.

Cited by

• 2017Mean-Field-Type Games in Engineering96 cited
• 2017Smoothing properties of McKean–Vlasov SDEs75 cited
• 2018Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix72 cited
• 2022Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps51 cited
• 2022Weak quantitative propagation of chaos via differential calculus on the space of measures50 cited
• 2018Strong solutions of mean-field stochastic differential equations with irregular drift47 cited
• 2015Risk-sensitive mean-field-type games with Lp -norm drifts46 cited
• 2017Mean-field-type games45 cited
• 2013Mean Field Games and Systemic Risk45 cited
• 2019Stability of McKean–Vlasov stochastic differential equations and applications44 cited
• 2021Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise43 cited
• 2012A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type29 cited
• 2023Online parameter estimation for the McKean–Vlasov stochastic differential equation26 cited
• 2019Mean-Field-Type Games with Jump and Regime Switching26 cited