Xin Zhang

activity

20182026

most citedPropagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions

4 citations · 15 across the 18 of their papers we have counts for

collaborators

Showing 2019 · math.PRShow all

3 papers · 2 filters

math.PR2019

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 $N = 4$ experts. The \emp…

math.PR2019

On non-uniqueness in mean field games

Erhan Bayraktar, Xin Zhang

We analyze an $N + 1$ -player game and the corresponding mean field game with state space ${0, 1}$ . The transition rate of $j$ -th player is the sum of his control $α^{j}$ plus a minimu…

math.PR2019

Embedding of Walsh Brownian Motion

Erhan Bayraktar, Xin Zhang

Let $(Z, κ)$ be a Walsh Brownian motion with spinning measure $κ$ . Suppose $μ$ is a probability measure on $R^{n}$ . We characterize all the $κ$ such that $μ$ is a stopping di…