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Rainer Buckdahn

  1. Mean-field backward stochastic differential equations and related partial differential equations
    2009/10/01 by Rainer Buckdahn, Juan Li, Shige Peng · 8 citations
  2. 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
  3. 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