5 papers
Local Weak Limits for Equilibrium and Risk in Economic Networks
Hamed Amini, Zhecheng Wu
We study equilibrium and risk evaluation in large sparse economic networks with heterogeneous responses, shocks, and bilateral exposures. Our approach approximates the distribution…
Dynamic Programming Principle and Stabilization for Mean-Field Quantum Filtering Systems
Sofiane Chalal, Nina H. Amini, Hamed Amini +1
Working within the quantum filtering framework, we establish a dynamic programming principle in an infinite-dimensional setting by embedding the state space into the Hilbert-Schmid…
Brownian motion on the Fubini extension space and applications
Hamed Amini, Nina H. Amini, Sofiane Chalal +1
We study a family of essentially pairwise independent Brownian motions indexed by a continuum of labels and show how the Fubini extension framework provides a rigorous way to repre…
Graphon Quantum Filtering Systems
Hamed Amini, Nina H. Amini, Sofiane Chalal +1
We consider a non-exchangeable system of interacting quantum particles with mean-field type interactions, subject to continuous measurement on dense graphs. In the mean-field limit…
Observed quantum particles system with graphon interaction
Sofiane Chalal, Nina H. Amini, Gaoyue Guo +1
In this paper, we consider a system of heterogeneously interacting quantum particles subject to indirect continuous measurement. The interaction is assumed to be of the mean-field…