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math.PR2026
Sharp functional quantization and empirical Wasserstein rates for Itô processes
Xihao He, Fengyi Yuan
We establish functional quantization and empirical Wasserstein rates for continuous Itô processes under the supremum norm. We assume that the initial condition and the drift and di…
math.PR2026
Mean-field games with rough common noise: the compactification approach
Erhan Bayraktar, Xihao He, Xiang Yu +1
We study mean-field game (MFG) problems with rough common noise, in which the representative state dynamics are governed by a controlled rough stochastic differential equation driv…
math.PR2026
Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
Ibrahim Ekren, Xihao He, Tianxu Lan +1
We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extend…