Open Access
| Issue |
ESAIM: COCV
Volume 32, 2026
|
|
|---|---|---|
| Article Number | 53 | |
| Number of page(s) | 21 | |
| DOI | https://doi.org/10.1051/cocv/2026035 | |
| Published online | 07 July 2026 | |
- A. Fadle and N. Touzi, Ito and ito-wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach. Preprint arXiv:2404.11010 (2024). [Google Scholar]
- J.-M. Lasry and P.-L. Lions, Mean field games. Japanese J. Math. 2 (2007) 229–260. [Google Scholar]
- M. Huang, R.P. Malhame and P.E. Caines, Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun. Inform. Syst. 6 (2006) 221–252. [CrossRef] [Google Scholar]
- J.-F. Chassagneux, D. Crisan and F. Delarue, A probabilistic approach to classical solutions of the master equation for large population equilibria, vol. 280 of Memoirs of the American Mathematical Society. American Mathematical Society, Providence, Rhode Island (2022). [Google Scholar]
- R. Buckdahn, J. Li, S. Peng and C. Rainer, Mean-field stochastic differential equations and associated PDEs. Ann. Probab. 45 (2017) 824–878. [CrossRef] [MathSciNet] [Google Scholar]
- R. Carmona and F. Delarue, Probabilistic theory of mean field games with applications I, vol. 83 of Probability Theory and Stochastic Modelling. Springer International Publishing (2018). [Google Scholar]
- R. Carmona and F. Delarue, Probabilistic theory of mean field games with applications II, vol. 84 of Probability Theory and Stochastic Modelling. Springer International Publishing (2018). [Google Scholar]
- X. Guo, H. Pham and X. Wei, Ito's formula for flows of measures on semimartingales. Stoch. Processes Appl. 159 (2023) 350–390. [Google Scholar]
- X. Guo and J. Zhang, Ito's formula for flows of conditional measures on semimartingales. Preprint arXiv:2404.11167 (2024). [Google Scholar]
- M. Talbi, N. Touzi and J. Zhang, Dynamic programming equation for the mean field optimal stopping problem. SIAM J. Control Optim. 61 (2023) 2140–2164. [Google Scholar]
- G. Dos Reis and V. Platonov, Itô-wentzell-lions formula for measure dependent random fields under full and conditional measure flows. Potential Anal. 59 (2023) 1313–1344. [Google Scholar]
- L. Jisheng and Z. Jing, Itô–Wentzell-Lions formulae for flows of full and conditional measures on semimartingales. Preprint arXiv:2505.13155 (2025). [Google Scholar]
- M.F. Djete, D. Possamaï and X. Tan, McKean–Vlasov optimal control: the dynamic programming principle. Ann. Probab. 50 (2022) 791–833. [MathSciNet] [Google Scholar]
- M. Talbi, N. Touzi and J. Zhang, Viscosity solutions for obstacle problems on Wasserstein space. SIAM J. Control Optim. 61 (2023) 1712–1736. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.