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20182026
most citedRectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems

35 citations · 132 across the 27 of their papers we have counts for

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math.PR2020★ 4 cited

Path regularity of coupled McKean-Vlasov FBSDEs

Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang

This paper establishes Hölder time regularity of solutions to coupled McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). This is not only of fundamental…