4 citations · 4 across the 3 of their papers we have counts for
5 papers · 1 filter
Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
Erhan Bayraktar, Ruoyu Wu, Xin Zhang
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under…
Finite-Time 4-Expert Prediction Problem
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
We explicitly solve the nonlinear PDE that is the continuous limit of dynamic programming of \emph{expert prediction problem} in finite horizon setting with experts. The \emp…
On non-uniqueness in mean field games
Erhan Bayraktar, Xin Zhang
We analyze an -player game and the corresponding mean field game with state space . The transition rate of -th player is the sum of his control plus a minimu…
Embedding of Walsh Brownian Motion
Erhan Bayraktar, Xin Zhang
Let be a Walsh Brownian motion with spinning measure . Suppose is a probability measure on . We characterize all the such that is a stopping di…
Transport plans with domain constraints
Erhan Bayraktar, Xin Zhang, Zhou Zhou
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the exi…