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20212026
most citedControl of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity

1 citations · 2 across the 11 of their papers we have counts for

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math.PR2024

Non-negative Martingale Solutions to the Stochastic Porous Medium Equation with Sticky Behavior

Ben Hambly, Dörte Kreher, Konstantins Starovoitovs

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of stic…

math.OC2024

Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation

Ben Hambly, Philipp Jettkant

We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles af…