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Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
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Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions (2023)Asymptotic behaviors for distribution dep…Distribution dependent SDEs with singular coefficients (2018)Distribution dependent SDEs w…Mean-field stochastic differential equations and associated PDEs (2017)Mean-field stochastic differe…Mean Field Limit for Stochastic Particle Systems (2017)Mean Field Limit for Stochast…Stochastic Partial Differential Equations: An Introduction (2015)Stochastic Partial Differenti…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Stochastic Calculus for Fractional Brownian Motion and Applications (2008)Stochastic Calculus for Fract…Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion (2008)Malliavin calculus for stocha…Mean field games (2007)Mean field gamesThe Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Regularization of differential equations by fractional noise (2002)Regularization of differentia…Differential equations driven by fractional Brownian motion (2002)Differential equations driven…Stochastic Calculus with Respect to Gaussian Processes (2001)Stochastic Calculus with Resp…Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion (2001)Inequalities for the moments …Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Analysis of the Fr…Integration with respect to fractal functions and stochastic calculus. I (1998)Integration with respect to f…A stochastic particle method for the McKean-Vlasov and the Burgers equation (1997)A stochastic particle method …Fractional Brownian Motions, Fractional Noises and Applications (1968)Differential equations driven by rough signals (1998)Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (2008)Fractional stochastic differential equations with applications to finance (2012)Mean-field backward stochastic differential equations and related partial differential equations (2009)Mean-field backward stochastic differential equations: A limit approach (2009)Bellman equation and viscosity solutions for mean-field stochastic control problem (2017)The Master Equation and the Convergence Problem in Mean Field Games (2019)A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (2022)Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic Controls (1999)Mean Field Games Models—A Brief Survey (2013)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Mean Field Games and systemic risk (2015)Multiple Wiener Integral (1951)Stochastic calculus with anticipating integrands (1988)Integration questions related to fractional Brownian motion (2000)Calcul d'ito sans probabilites (1981)Dirichlet Forms and Analysis on Wiener Space (1991)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Mean Field Games and Applications (2010)The Malliavin Calculus and Related Topics (1995)Stochastic evolution equations with fractional Brownian motion (2003)On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (2007)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem (2007)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)A note on the use of fractional Brownian motion for financial modeling (2012)Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions (2020)Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2021)Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2022)
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  • 2008Stochastic Calculus for Fractional Brownian Motion and Applications1,087 cited
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2008
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
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