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Results: 5

Authors: Delarue, François Ramanan, Kavita Lacker, Daniel
Citation: Delarue, François et al., From the master equation to mean field game limit theory: Large deviations and concentration of measure, Annals of probability (Online) , 48(2), 2020, pp. 211-263

Authors: Carmona, René Lacker, Daniel
Citation: Carmona, René et Lacker, Daniel, A probabilistic weak formulation of mean field games and applications, Annals of applied probability , 25(3), 2015, pp. 1189-1231

Authors: Lacker, Daniel Zhang, Jiacheng Shkolnikov, Mykhaylo
Citation: Lacker, Daniel et al., Inverting the Markovian projection, with an application to local stochastic volatility models, Annals of probability (Online) , 48(5), 2020, pp. 2189-2211

Authors: Carmona, René Delarue, François Lacker, Daniel
Citation: Carmona, René et al., Mean field games with common noise, Annals of probability (Online) , 44(6), 2016, pp. 3740-3803

Authors: Carmona, René Delarue, François Lacker, Daniel
Citation: Carmona, René et al., Mean field games with common noise, Annals of probability , 44(6), 2016, pp. 3740-3803
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