3 papers
math.PR2026
Mean Field Games with Reflected Dynamics
Imane Jarni, Ayoub Laayoun, Badr Missaoui
This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of r…
math.PR2025
Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
Imane Jarni, Ayoub Laayoun, Badr Missaoui
In this work, we investigate the multidimensional Skorokhod problem for cà dlà g processes, where the reflection is subject to a minimality condition depending on the law of the so…
math.PR2024
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
Imane Jarni, Badr Missaoui, Youssef Ouknine
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are cà dlà g with respec…