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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

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Convergence and Approximations
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Probabilistic Approach to Stochastic Differential Games
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A dynamic pricing game for general insurance market
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Strong approximation of non-autonomous time-changed McKean–Vlasov stochastic differential equations
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Strong convergence of Euler–Maruyama schemes for doubly perturbed McKean–Vlasov stochastic differential equations
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A class of time-changed Mckean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
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Dimension-independent Lp convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations
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Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
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The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
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Asymptotics for optimal controls for horizontal mean curvature flow
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Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
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The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems
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Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows
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Batch sample-wise stochastic optimal control via stochastic maximum principle
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Meshfree Approximation for Stochastic Optimal Control Problems
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Existence and Smoothness of Density Function of Solution to McKean-Vlasov Equation with General Coefficients
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Simulation of McKean Vlasov SDEs with super linear growth
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Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
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Systemic Risk and Heterogeneous Mean Field Type Interbank Network
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Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE
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Cauchy theory for general Vicsek models in collective dynamics and mean-field limit approximations
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Meshfree Approximation for Stochastic Optimal Control Problems
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Uniform in time weak propagation of chaos on the torus
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A new monotonicity condition for ergodic BSDEs and ergodic control with super-quadratic Hamiltonians
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Interactions and incitatives : between contract theory and mean-field games
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Μοdèles affines généralisées et symétries d'équatiοns aux dérivés partielles
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Instances of uniqueness restoration and equilibria selection in mean field games
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Backward stochastic differential equations driven by Gaussian Volterra processes
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