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20042023
most citedStochastic partial differential equations driven by Levy space-time white noise

24 citations · 65 across the 23 of their papers we have counts for

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math.OC2022★ 1 cited

Optimal stopping of conditional McKean-Vlasov jump diffusions

Nacira Agram, Bernt Oksendal

We study the problem of optimal stopping of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for shor…