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math.PR2023
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
Hamed Amini, Zhongyuan Cao, Agnès Sulem
We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game mode…
math.PR2023
Ruin Probabilities for Risk Processes in Stochastic Networks
Hamed Amini, Zhongyuan Cao, Andreea Minca +1
We study multidimensional Cramér-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the p…