2 papers
math.PR2025
Ito's formula for flows of conditional measures on semimartingales
Xin Guo, Jiacheng Zhang
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtratio…
math.OC2025
Continuous-time mean field games: a primal-dual characterization
Xin Guo, Anran Hu, Jiacheng Zhang +1
This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (…