Villeneuve, Stéphane
- Nash equilibria for dividend distribution with competition
2023/12/12 by Tiziano De Angelis, Fabien Gensbittel, De Angelis, Tiziano +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #35R35 #60J60 #91A15 #91G50 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Game Theory and Applications #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
2025/01/21 by Ashot Aleksian, Aleksian, Ashot, Stéphane Villeneuve +1 · 1 citation
Computer Science · Mathematics · #60H10 #60J60 #60K35 #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical methods for differential equations #Probability (math.PR)
- Well-posedness of McKean-Vlasov SDEs with density-dependent drift
2024/04/30 by Le, Anh-Dung, Villeneuve, Stéphane · 1 citation
#FOS: Mathematics #Probability (math.PR)