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most citedA mean-field version of Bank-El Karoui's representation of stochastic processes

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math.AP2026

A comparison principle for Wasserstein PDEs with state- and law-dependent common noise

Erhan Bayraktar, Ibrahim Ekren, Xihao He +1

We prove a comparison principle for a class of second-order Hamilton--Jacobi--Bellman equations on the Wasserstein space whose second-order term is generated by a general common-no…