Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model

Published:2020-11 Issue:11 Volume:130 Page:6927-6964
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Benazzoli Chiara,Campi Luciano^ORCID,Di Persio Luca

Funder

FBK (Fondazione Bruno Kessler)–CIRM (Centro Internazionale per la Ricerca Matematica), Italy

Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA), Italy

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference36 articles.

1. Infinite Dimensional Analysis: A Hitchhiker’s Guide;Aliprantis,2006

2. Gradient Flows: in Metric Spaces and in the Space of Probability Measures;Ambrosio,2008

3. Mckean–Vlasov limit for interacting systems with simultaneous jumps;Andreis,2017

4. ε-Nash Equilibrium in stochastic differential games with mean-field interaction and controlled jumps;Benazzoli,2017

5. Mimicking the marginal distributions of a semimartingale;Bentata,2009

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Fully Nonlinear Parabolic Mean Field Games with Nonlocal and Local Diffusions;SIAM Journal on Mathematical Analysis;2024-09-12

2. Mean field game of optimal relative investment with jump risk;Science China Mathematics;2024-03-15

3. Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts;Stochastic Processes and their Applications;2023-10

4. MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts;Annals of Operations Research;2023-04-11

5. A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks;Risks;2023-03-28

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3