1 citations · 2 across the 7 of their papers we have counts for
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Local stability of McKean-Vlasov equations arising from heterogeneous Gibbs systems using limit of relative entropies
D. A. Dawson, A. Sid-Ali, Y. Q. Zhao
A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to in…
Large-time behavior of finite-state mean-field systems with multi-classes
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is co…
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-col…
Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view
Bruno Bouchard, Ki Chau, Arij Manai +1
We extend the viscosity solution characterization proved in [5] for call/put American option prices to the case of a general payoff function in a multi-dimensional setting: the pri…