W. Hammersley
Finance · 2018
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom W. Hammersley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from W. Hammersley's perspective
Ordered by how strongly the researchers W. Hammersley trusts endorse each paper. Same corpus, a different order for every researcher.
- Mean-field stochastic differential equations and associated PDEs
- Quantitative Concentration Inequalities for Empirical Measures on Non-compact Spaces
- CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA
- On conditional McKean Lagrangian stochastic models
- Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
- Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
- Topics in Optimal Transportation
- Mean-field backward stochastic differential equations and related partial differential equations
- A General Stochastic Maximum Principle for SDEs of Mean-field Type
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
Their papers
- McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2018) — 120 citations