5 citations · 13 across the 6 of their papers we have counts for
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math.PR2022★ 3 cited
Systemic robustness: a mean-field particle system approach
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1
This paper is concerned with the problem of budget control in a large particle system modeled by stochastic differential equations involving hitting times, which arises from consid…
math.PR2020★ 5 cited
McKean-Vlasov equations involving hitting times: blow-ups and global solvability
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1
This paper is concerned with the analysis of blow-ups for two McKean-Vlasov equations involving hitting times. Let be standard Brownian motion, and $τ:= \inf\{…