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math.PR2023
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
Xihao He
This paper focuses on a mean-field optimal stopping problem with non-Markov dynamics and common noise, inspired by Talbi, Touzi, and Zhang \cite{TalbiTouziZhang1,TalbiTouziZhang3}.…
math.PR2023★ 1 cited
A mean-field version of Bank-El Karoui's representation of stochastic processes
Xihao He, Xiaolu Tan, Jun Zou
We study a mean-field version of Bank-El Karoui's representation theorem of stochastic processes. Under different technical conditions, we establish some existence and uniqueness r…