Rainer Buckdahn

Finance · 2000–2017

A researcher in the Science corpus: 13 papers; trusts 8 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it; #973 of 10,518 by trust here, #1,177 by citations
• Economics and Econometrics — 14 citations into it; #7,259 of 23,481 by trust here, #11,468 by citations
• Demography — 9 citations into it; #1,346 of 4,236 by trust here, #1,883 by citations
• Applied Mathematics — 7 citations into it

Whom Rainer Buckdahn trusts overall

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

1. Juan Li
2. René A. Carmona
3. Jean-Michel Lasry
4. Shige Peng
5. François Delarue
6. Wendell H. Fleming
7. Boualem Djehiche
8. Pierre-Louis Lions
9. Jean B. Lasserre
10. M. Crandall

Who trusts Rainer Buckdahn overall

1. Juan Li
2. Huyen Pham
3. Thomas G. Kurtz
4. Shige Peng
5. P. J. Graber
6. Xunjing Li
7. Jean-François Chassagneux
8. X. Mao
9. Jiongmin Yong
10. P. C. D. Raynal

Papers from Rainer Buckdahn's perspective

Ordered by how strongly the researchers Rainer Buckdahn 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. Mean field games
4. A Maximum Principle for SDEs of Mean-Field Type
5. Mean-field backward stochastic differential equations and related partial differential equations
6. Mean-field stochastic differential equations and associated PDEs
7. A General Stochastic Maximum Principle for SDEs of Mean-field Type
8. Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
9. Backward stochastic differential equations with locally Lipschitz coefficient
10. Uniqueness of solutions of stochastic differential equations

Their papers

• A General Stochastic Maximum Principle for SDEs of Mean-field Type (2011) — 337 citations
• Viability property for a backward stochastic differential equation and applications to partial differential equations (2000) — 77 citations
• On Weak Solutions of Backward Stochastic Differential Equations (2005) — 51 citations
• Stochastic Optimal Control and Linear Programming Approach (2011) — 58 citations
• Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (2002) — 49 citations
• A mean-field stochastic control problem with partial observations (2017) — 64 citations
• A Stochastic Maximum Principle for General Mean-Field Systems (2016) — 86 citations
• Mean-field stochastic differential equations and associated PDEs (2014) — 361 citations
• On limiting values of stochastic differential equations with small noise intensity tending to zero (2009) — 48 citations
• Mean-field backward stochastic differential equations and related partial differential equations (2007) — 377 citations
• Mean-field backward stochastic differential equations: A limit approach (2007) — 341 citations
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I (2001) — 84 citations
• Stochastic viscositysolutions for nonlinear stochastic partial di#erential equations. Part II (2001) — 64 citations