Rainer Buckdahn
- Mean-field backward stochastic differential equations and related partial differential equations
2009/10/01 by Rainer Buckdahn, Juan Li, Shige Peng · 8 citations
- Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
2013/08/23 by Rainer Buckdahn, Buckdahn, Rainer, Juan Li +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Markov Chains and Monte Carlo Methods
- Mean field stochastic control under sublinear expectation
2022/11/09 by Rainer Buckdahn, Buckdahn, Rainer, Bowen He +3 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · Mathematics · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Markov Chains and Monte Carlo Methods