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math.DS2025
Quasi-potential of stationary and quasi-stationary densities: existence, regularity, and applications
Chenchen Mou, Weiwei Qi, Zhongwei Shen +1
The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-station…
math.AP2025
Second-order monotonicity conditions and mean field games with volatility control
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both…
math.OC2025
Major-minor mean field games: common noise helps
Francois Delarue, Chenchen Mou
The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over fin…