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20232026
most citedTime-inconsistent mean-field stopping problems: A regularized equilibrium approach

2 citations · 3 across the 5 of their papers we have counts for

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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…