68 citations · 217 across the 38 of their papers we have counts for
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Feynman Formula for Discrete-time Quantum Walks
Jean-Pierre Fouque, Tomoyuki Ichiba, Ka Lok Lam
We explicitly connect (discrete-time) quantum walks on Z with a four-state Markov additive process via a Feynman-type formula (2.5). Using this representation, we derive a relation…
Linear-Quadratic Stochastic Differential Games on Random Directed Networks
Yichen Feng, Jean-Pierre Fouque, Tomoyuki Ichiba
The study of linear-quadratic stochastic differential games on directed networks was initiated in Feng, Fouque \& Ichiba \cite{fengFouqueIchiba2020linearquadratic}. In that work, t…
Linear-Quadratic Stochastic Differential Games on Directed Chain Networks
Yichen Feng, Jean-Pierre Fouque, Tomoyuki Ichiba
We study linear-quadratic stochastic differential games on directed chains inspired by the directed chain stochastic differential equations introduced by Detering, Fouque, and Ichi…
Mean Field Game with Delay: a Toy Model
Jean-Pierre Fouque, Zhaoyu Zhang
We study a toy model of linear-quadratic mean field game with delay. We "lift" the delayed dynamic into an infinite dimensional space, and recast the mean field game system which i…
Directed Chain Stochastic Differential Equations
Nils Detering, Jean-Pierre Fouque, Tomoyuki Ichiba
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation…