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Modern Stochastics: Theory and Applications


Cited by 2
Convergence of hitting times for jump-diffusion processes

Contributions to the linear programming approach for mean field games and its applications to electricity markets
https://doi.org/10.70675/455a4802zf307z4eaaz84f4z80eb17772132
Dissertation  (2022)
Control and optimal stopping Mean Field Games: a linear programming approach
Roxana Dumitrescu, Marcos Leutscher, Peter Tankov
https://doi.org/10.1214/21-EJP713
Journal  Electronic Journal of Probability Volume 26, Issue none (2021)


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