4 citations · 8 across the 9 of their papers we have counts for
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math.PR2022★ 2 cited
A finite-dimensional approximation for partial differential equations on Wasserstein space
Mehdi Talbi
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sens…
math.PR2022★ 4 cited
From finite population optimal stopping to mean field optimal stopping
Mehdi Talbi, Nizar Touzi, Jianfeng Zhang
This paper analyzes the convergence of the finite population optimal stopping problem towards the corresponding mean field limit. Building on the viscosity solution characterizatio…
math.PR2022
Viscosity solutions for obstacle problems on Wasserstein space
Mehdi Talbi, Nizar Touzi, Jianfeng Zhang
This paper is a continuation of our accompanying paper [Talbi, Touzi and Zhang (2021)], where we characterized the mean field optimal stopping problem by an obstacle equation on th…