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math.PR2023
Propagation of chaos for mean field Schrödinger problems
Camilo Hernández, Ludovic Tangpi
In this work, we study the mean field Schrödinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diff…
math.PR2021★ 2 cited
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications
Camilo Hernández
This paper investigates multidimensional extended type-I BSVIEs and infinite families of BSDEs in the case of quadratic generators. We establish existence and uniqueness results in…
math.PR2020
A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
Camilo Hernández, Dylan Possamaï
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard…