2 citations · 2 across the 1 of their papers we have counts for
3 papers
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero
The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size…
Conditional McKean-Vlasov Differential Equations with Common Poissonian Noise: Propagation of Chaos
Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Me…
Coupled forward-backward stochastic differential equations with jumps in random environments
Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero
In this paper we obtain results for the existence and uniqueness of solutions to coupled Forward-Backward Stochastic Differential Equations (FBSDEs) with jumps defined on a random…