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math.PR2024
Interacting particle systems on sparse -random graphs
Carla Crucianelli, Ludovic Tangpi
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs c…
math.PR2024
Mean field games with common noise via Malliavin calculus
Ludovic Tangpi, Shichun Wang
We present a simpler proof of the existence of equilibria for a class of mean field games with common noise, where players interact through the conditional law given the current va…