2 papers
math.OC2026
On Fast-Slow Mean-Field Forward-Backward Stochastic Systems
Yihao Sheng, Fuke Wu, George Yin
We establish an averaging principle for a class of multiscale mean-field forward-backward stochastic differential equations and identify several novel phenomena that are absent fro…
math.PR2023
Continuous Ergodic Capacities
Yihao Sheng, Yongsheng Song
The objective of this paper is to characterize the structure of the set for a continuous ergodic upper probability (Theorem \ref {main result}): . $Θ…