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
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