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researcher

R. Carmona

10 papers hereh-index 5512.2k citations217 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • last author1

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • cond-mat.dis-nn2
  • math.AP1
  • q-fin.PR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20022013
most citedForward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

7 citations · 20 across the 8 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013★ 7 cited

Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

René Carmona, Francois Delarue

The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.