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François Delarue
François Delarue
Université Côte d'Azur
Adresse e-mail validée de unice.fr - Page d'accueil
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Probabilistic theory of mean field games with applications I-II
R Carmona, F Delarue
Springer Nature, 2018
11172018
The master equation and the convergence problem in mean field games:(ams-201)
P Cardaliaguet, F Delarue, JM Lasry, PL Lions
Princeton University Press, 2019
6082019
Probabilistic analysis of mean-field games
R Carmona, F Delarue
SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013
5272013
Control of McKean–Vlasov dynamics versus mean field games
R Carmona, F Delarue, A Lachapelle
Mathematics and Financial Economics 7, 131-166, 2013
3282013
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
R Carmona, F Delarue
The Annals of Probability, 2647-2700, 2015
3252015
Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling
R Carmona, F Delarue
Springer, Cham, 2018
3232018
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
F Delarue
Stochastic processes and their applications 99 (2), 209-286, 2002
3192002
Mean field games with common noise
R Carmona, F Delarue, D Lacker
2992016
A forward–backward stochastic algorithm for quasi-linear PDEs
F Delarue, S Menozzi
2072006
The master equation for large population equilibriums
R Carmona, F Delarue
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 77-128, 2014
1632014
Mean field forward-backward stochastic differential equations
R Carmona, F Delarue
1602013
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type
F Delarue, J Inglis, S Rubenthaler, E Tanré
1542015
Density estimates for a random noise propagating through a chain of differential equations
F Delarue, S Menozzi
Journal of functional analysis 259 (6), 1577-1630, 2010
1532010
A probabilistic approach to classical solutions of the master equation for large population equilibria
JF Chassagneux, D Crisan, F Delarue
arXiv preprint arXiv:1411.3009, 2014
1332014
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
F Delarue, J Inglis, S Rubenthaler, E Tanré
Stochastic Processes and their Applications 125 (6), 2451-2492, 2015
1212015
From the master equation to mean field game limit theory: a central limit theorem
F Delarue, D Lacker, K Ramanan
1032019
Mean field games and applications: Numerical aspects
Y Achdou, P Cardaliaguet, F Delarue, A Porretta, F Santambrogio, ...
Mean Field Games: Cetraro, Italy 2019, 249-307, 2020
972020
Mean field games of timing and models for bank runs
R Carmona, F Delarue, D Lacker
Applied Mathematics & Optimization 76, 217-260, 2017
902017
FROM THE MASTER EQUATION TO MEAN FIELD GAME LIMIT THEORY
F Delarue, D Lacker, K Ramanan
The Annals of Probability 48 (1), 211-263, 2020
882020
Weak existence and uniqueness for forward–backward SDEs
F Delarue, G Guatteri
Stochastic processes and their applications 116 (12), 1712-1742, 2006
802006
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