Markus Fischer

Finance · with Bardi · 2009–2017

A researcher in the Science corpus: 5 papers; trusts 27 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 49 citations into it; #2,884 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 32 citations into it; #7,321 of 23,481 by trust here, #15,581 by citations
• Demography — 10 citations into it
• Mathematical Physics — 10 citations into it; #8,115 of 8,562 by trust here, #7,007 by citations
• Statistical and Nonlinear Physics — 10 citations into it; #7,631 of 10,127 by trust here, #8,564 by citations
• Applied Mathematics — 8 citations into it; #6,088 of 7,620 by trust here, #5,850 by citations
• Management Science and Operations Research — 8 citations into it
• Statistics and Probability — 8 citations into it; #4,476 of 12,932 by trust here, #6,853 by citations

Whom Markus Fischer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. René A. Carmona
2. Daniel Lacker
3. Jean-Michel Lasry
4. Cédric Villani
5. A. Davie
6. Pierre-Louis Lions
7. François Delarue
8. Peter K. Friz
9. Yaozhong Hu
10. Giovanna Nappo

Who trusts Markus Fischer overall

1. Daniel Lacker
2. François Delarue
3. Pierre Cardaliaguet
4. Franccois Delarue
5. Luciano Campi
6. Kavita Ramanan

Papers from Markus Fischer's perspective

Ordered by how strongly the researchers Markus Fischer trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
3. A probabilistic weak formulation of mean field games and applications
4. A general characterization of the mean field limit for stochastic differential games
5. Topics in Optimal Transportation
6. Uniqueness of solutions of stochastic differential equations
7. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
8. Mean Field Games and Systemic Risk
9. Mass transportation problems
10. Optimal execution strategies in limit order books with general shape functions

Their papers

• On the connection between symmetric $N$-player games and mean field games (2014) — 145 citations
• On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (2017) — 75 citations
• $N$-player games and mean-field games with absorption (2016) — 56 citations
• Large deviation properties of weakly interacting processes via weak convergence methods (2010) — 125 citations
• On the Moments of the Modulus of Continuity of Itô Processes (2009) — 83 citations