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Sharp quantitative propagation of chaos for mean field and non-exchangeable diffusions
Presenter
- Daniel Lacker
May 9, 2024
ICERM
Non-Asymptotic Perspectives on Mean Field Approximations and Stochastic Control
Presenter
- Daniel Lacker
March 8, 2024
IMSI
Mean field approximations via log-concavity, and a non-asymptotic perspective on mean field control
Presenter
- Daniel Lacker
May 26, 2022
IMSI
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
Presenter
- Daniel Lacker
December 14, 2021
IMSI
Inverting the Markovian projection, and local stochastic volatility models
Presenter
- Daniel Lacker
December 7, 2021
IMSI
Probabilistic compactification methods for mean field games IV
Presenter
- Daniel Lacker
June 22, 2018
IPAM
Probabilistic compactification methods for mean field games III
Presenter
- Daniel Lacker
June 21, 2018
IPAM
Probabilistic compactification methods for mean field games II
Presenter
- Daniel Lacker
June 21, 2018
IPAM
Probabilistic compactification methods for mean field games I
Presenter
- Daniel Lacker
June 19, 2018
IPAM
From the master equation to mean field game limits, fluctuations, and large deviations
Presenter
- Daniel Lacker
June 19, 2017
ICERM