Saved in:
| Main Authors: | Ekren, Ibrahim, He, Xihao, Lan, Tianxu, Tan, Xiaolu |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2601.10586 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space
by: Bayraktar, Erhan, et al.
Published: (2023)
by: Bayraktar, Erhan, et al.
Published: (2023)
Optimal Control of McKean--Vlasov Branching Diffusion Processes
by: Claisse, Julien, et al.
Published: (2025)
by: Claisse, Julien, et al.
Published: (2025)
An exit contract optimization problem
by: He, Xihao, et al.
Published: (2021)
by: He, Xihao, et al.
Published: (2021)
A mean-field version of Bank-El Karoui's representation of stochastic processes
by: He, Xihao, et al.
Published: (2023)
by: He, Xihao, et al.
Published: (2023)
Consistency of MLE in partially observed diffusion models on a torus
by: Ekren, Ibrahim, et al.
Published: (2024)
by: Ekren, Ibrahim, et al.
Published: (2024)
Solvability of the Gaussian Kyle model with imperfect information and risk aversion
by: Chhaibi, Reda, et al.
Published: (2025)
by: Chhaibi, Reda, et al.
Published: (2025)
Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions
by: Antipov, Viktor, et al.
Published: (2024)
by: Antipov, Viktor, et al.
Published: (2024)
Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
by: Yang, Nicole Tianjiao, et al.
Published: (2024)
by: Yang, Nicole Tianjiao, et al.
Published: (2024)
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
by: He, Xihao
Published: (2023)
by: He, Xihao
Published: (2023)
On a class of exponential changes of measure for stochastic PDEs
by: Pieper-Sethmacher, Thorben, et al.
Published: (2024)
by: Pieper-Sethmacher, Thorben, et al.
Published: (2024)
Sequential optimal contracting in continuous time
by: Alvarez, Guillermo Alonso, et al.
Published: (2024)
by: Alvarez, Guillermo Alonso, et al.
Published: (2024)
Pointwise explicit estimates for derivatives of solutions to linear parabolic PDEs with Neumann boundary conditions
by: Ciccarella, C
Published: (2025)
by: Ciccarella, C
Published: (2025)
Neural Operators Can Play Dynamic Stackelberg Games
by: Alvarez, Guillermo, et al.
Published: (2024)
by: Alvarez, Guillermo, et al.
Published: (2024)
Mean-field games with rough common noise: the compactification approach
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Limit theory for mean-field control problems with common noise adapted controls
by: Bouchard, Bruno, et al.
Published: (2025)
by: Bouchard, Bruno, et al.
Published: (2025)
Uniform-in-time weak propagation of chaos for consensus-based optimization
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
A $C^1$-Itô's formula for flows of semimartingale distributions
by: Bouchard, Bruno, et al.
Published: (2023)
by: Bouchard, Bruno, et al.
Published: (2023)
On McKean-Vlasov Branching Diffusion Processes
by: Claisse, Julien, et al.
Published: (2024)
by: Claisse, Julien, et al.
Published: (2024)
Uniform-in-time propagation of chaos for consensus-based minimax algorithm
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Regularity and Pathwise bounds for probabilistic solutions of PDEs
by: Sy, Mouhamadou
Published: (2026)
by: Sy, Mouhamadou
Published: (2026)
Conservative stochastic PDEs on the whole space
by: Fehrman, Benjamin, et al.
Published: (2024)
by: Fehrman, Benjamin, et al.
Published: (2024)
Invariant Measure for Linear Stochastic PDEs in the space of Tempered distributions
by: Nath, Arvind Kumar
Published: (2024)
by: Nath, Arvind Kumar
Published: (2024)
Graphon particle systems with common noise
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
State spaces of multifactor approximations of nonnegative Volterra processes
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
$C^{ 0,1}$ -It{ô} chain rules and generalized solutions of parabolic PDEs
by: Ciccarella, Carlo, et al.
Published: (2025)
by: Ciccarella, Carlo, et al.
Published: (2025)
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
by: Martini, Mattia
Published: (2022)
by: Martini, Mattia
Published: (2022)
Wasserstein geometry of nonnegative measures on finite Markov chains I: Gradient flow
by: Mao, Qifan, et al.
Published: (2026)
by: Mao, Qifan, et al.
Published: (2026)
A new approach for the unitary Dyson Brownian motion through the theory of viscosity solutions
by: Bertucci, Charles, et al.
Published: (2025)
by: Bertucci, Charles, et al.
Published: (2025)
Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
by: Cao, Wenjing, et al.
Published: (2026)
by: Cao, Wenjing, et al.
Published: (2026)
Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
by: Li, Xinying, et al.
Published: (2024)
by: Li, Xinying, et al.
Published: (2024)
Boole's probability bounding problem, linear programming aggregations, and nonnegative quadratic pseudo-Boolean functions
by: Boros, Endre, et al.
Published: (2021)
by: Boros, Endre, et al.
Published: (2021)
Optimal incentive scheme for ESG disclosure
by: Tahar, Imen Ben, et al.
Published: (2026)
by: Tahar, Imen Ben, et al.
Published: (2026)
A viscosity solution approach to the large deviation principle for stochastic convective Brinkman-Forchheimer equations
by: Gautam, Sagar, et al.
Published: (2025)
by: Gautam, Sagar, et al.
Published: (2025)
Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
by: Buckdahn, Rainer, et al.
Published: (2024)
by: Buckdahn, Rainer, et al.
Published: (2024)
Stabilization time of finite configurations with a second class particle in discrete TASEP
by: Mészáros, Bori Anna, et al.
Published: (2026)
by: Mészáros, Bori Anna, et al.
Published: (2026)
Eddy viscosity by Lévy transport noises
by: Luo, Dejun, et al.
Published: (2025)
by: Luo, Dejun, et al.
Published: (2025)
Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space
by: Bayraktar, Erhan, et al.
Published: (2024)
by: Bayraktar, Erhan, et al.
Published: (2024)
Pathwise regularity of solutions for a class of elliptic SPDEs with symmetric Lévy noise
by: Jiménez, Juan J.
Published: (2025)
by: Jiménez, Juan J.
Published: (2025)
Uniqueness of the solution of the filtering equations in spaces of measures
by: Crisan, Dan, et al.
Published: (2024)
by: Crisan, Dan, et al.
Published: (2024)
Similar Items
-
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
by: Bayraktar, Erhan, et al.
Published: (2025) -
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space
by: Bayraktar, Erhan, et al.
Published: (2023) -
Optimal Control of McKean--Vlasov Branching Diffusion Processes
by: Claisse, Julien, et al.
Published: (2025) -
An exit contract optimization problem
by: He, Xihao, et al.
Published: (2021) -
A mean-field version of Bank-El Karoui's representation of stochastic processes
by: He, Xihao, et al.
Published: (2023)