Probabilistic theory of mean field games with applications I-II R Carmona, F Delarue Springer Nature, 2018 | 1253 | 2018 |
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 | 667 | 2019 |
Probabilistic analysis of mean-field games R Carmona, F Delarue SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013 | 551 | 2013 |
Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling R Carmona, F Delarue Springer, Cham, 2018 | 374 | 2018 |
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics R Carmona, F Delarue The Annals of Probability, 2647-2700, 2015 | 360 | 2015 |
Control of McKean–Vlasov dynamics versus mean field games R Carmona, F Delarue, A Lachapelle Mathematics and Financial Economics 7, 131-166, 2013 | 351 | 2013 |
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 | 331 | 2002 |
Mean field games with common noise R Carmona, F Delarue, D Lacker | 325 | 2016 |
A forward–backward stochastic algorithm for quasi-linear PDEs F Delarue, S Menozzi | 213 | 2006 |
The master equation for large population equilibriums R Carmona, F Delarue Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 77-128, 2014 | 170 | 2014 |
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type F Delarue, J Inglis, S Rubenthaler, E Tanré | 167 | 2015 |
Mean field forward-backward stochastic differential equations R Carmona, F Delarue | 167 | 2013 |
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 | 161 | 2010 |
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 | 139 | 2014 |
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 | 133 | 2015 |
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 | 113 | 2020 |
From the master equation to mean field game limit theory: a central limit theorem F Delarue, D Lacker, K Ramanan | 109 | 2019 |
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 | 97 | 2020 |
Mean field games of timing and models for bank runs R Carmona, F Delarue, D Lacker Applied Mathematics & Optimization 76, 217-260, 2017 | 96 | 2017 |
An introduction to mean field game theory Y Achdou, P Cardaliaguet, F Delarue, A Porretta, F Santambrogio, ... Mean Field Games: Cetraro, Italy 2019, 1-158, 2020 | 84 | 2020 |