Lukasz Szpruch
Finance · with Chassagneux · 2018–2019
A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it; #8,409 of 10,518 by trust here, #9,725 by citations
- Modeling and Simulation — 12 citations into it
- Applied Mathematics — 10 citations into it; #6,168 of 7,620 by trust here, #6,655 by citations
- Statistical and Nonlinear Physics — 8 citations into it
Whom Lukasz Szpruch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- D. Crisan
- Rainer Buckdahn
- Jean-François Chassagneux
- René A. Carmona
- Pierre Cardaliaguet
- François Delarue
- Mireille Bossy
- Franccois Delarue
- Juan Li
Who trusts Lukasz Szpruch overall
Papers from Lukasz Szpruch's perspective
Ordered by how strongly the researchers Lukasz Szpruch trusts endorse each paper. Same corpus, a different order for every researcher.
- Mean-field stochastic differential equations and associated PDEs
- Mean Field Games (Lecture notes in mathematics)
- Constructive quantization: Approximation by empirical measures
- On a strong form of propagation of chaos for McKean-Vlasov equations
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Memoirs of the American Mathematical Society)
- Smoothing properties of McKean–Vlasov SDEs
- CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA
- From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (Annals of Probability)
- Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games
- McKean–Vlasov SDEs under measure dependent Lyapunov conditions (Annales De L Institut Henri Poincare-probabilites Et Statistiques)
Their papers
- Weak quantitative propagation of chaos via differential calculus on the space of measures (2019) — 58 citations
- McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2018) — 120 citations