Cardaliaguet, Pierre; Delarue, François Selected topics in mean field games. (English) Zbl 07823081 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 5. Sections 9–11. Berlin: European Mathematical Society (EMS). 3660-3703 (2023). MSC: 91A16 35Q89 60H30 PDFBibTeX XMLCite \textit{P. Cardaliaguet} and \textit{F. Delarue}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 5. Sections 9--11. Berlin: European Mathematical Society (EMS). 3660--3703 (2023; Zbl 07823081) Full Text: DOI OA License
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François Finite state mean field games with wright-Fisher common noise as limits of \(N\)-player weighted games. (English) Zbl 1505.91058 Math. Oper. Res. 47, No. 4, 2840-2890 (2022). MSC: 91A16 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Math. Oper. Res. 47, No. 4, 2840--2890 (2022; Zbl 1505.91058) Full Text: DOI arXiv
Chassagneux, Jean-François; Crisan, Dan; Delarue, François A probabilistic approach to classical solutions of the master equation for large population equilibria. (English) Zbl 1520.91003 Memoirs of the American Mathematical Society 1379. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5375-6/pbk; 978-1-4704-7279-5/ebook). v, 123 p. (2022). Reviewer: Alpár R. Mészáros (Durham) MSC: 91-02 91A16 49N80 35Q91 93E20 60H30 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} et al., A probabilistic approach to classical solutions of the master equation for large population equilibria. Providence, RI: American Mathematical Society (AMS) (2022; Zbl 1520.91003) Full Text: DOI arXiv
Delarue, François; Nadtochiy, Sergey; Shkolnikov, Mykhaylo Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness. (English) Zbl 1489.35309 Probab. Math. Phys. 3, No. 1, 171-213 (2022). MSC: 35R35 35B05 35B44 60H30 80A22 PDFBibTeX XMLCite \textit{F. Delarue} et al., Probab. Math. Phys. 3, No. 1, 171--213 (2022; Zbl 1489.35309) Full Text: DOI arXiv
Cecchin, Alekos; Delarue, François Selection by vanishing common noise for potential finite state mean field games. (English) Zbl 1490.91018 Commun. Partial Differ. Equations 47, No. 1, 89-168 (2022). MSC: 91A16 35Q89 49N80 35L40 49L25 PDFBibTeX XMLCite \textit{A. Cecchin} and \textit{F. Delarue}, Commun. Partial Differ. Equations 47, No. 1, 89--168 (2022; Zbl 1490.91018) Full Text: DOI arXiv
Bailleul, Ismaël; Catellier, Rémi; Delarue, François Propagation of chaos for mean field rough differential equations. (English) Zbl 1497.60073 Ann. Probab. 49, No. 2, 944-996 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60L50 PDFBibTeX XMLCite \textit{I. Bailleul} et al., Ann. Probab. 49, No. 2, 944--996 (2021; Zbl 1497.60073) Full Text: DOI arXiv
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François Finite state mean field games with Wright-Fisher common noise. (English. French summary) Zbl 1459.91012 J. Math. Pures Appl. (9) 147, 98-162 (2021). MSC: 91A16 35K65 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., J. Math. Pures Appl. (9) 147, 98--162 (2021; Zbl 1459.91012) Full Text: DOI arXiv
Delarue, François Master equation for finite state mean field games with additive common noise. (English) Zbl 1457.91059 Cardaliaguet, Pierre (ed.) et al., Mean field games. Cetraro, Italy, June 10–14, 2019. Lecture notes given at the summer school. Cham: Springer. Lect. Notes Math. 2281, 203-248 (2020). MSC: 91A16 49N80 PDFBibTeX XMLCite \textit{F. Delarue}, Lect. Notes Math. 2281, 203--248 (2020; Zbl 1457.91059) Full Text: DOI
Carmona, René; Delarue, François; Lacker, Daniel Erratum to: “Mean field games with common noise”. (English) Zbl 1470.91032 Ann. Probab. 48, No. 5, 2644-2646 (2020). MSC: 91A15 91A23 93E20 60H10 PDFBibTeX XMLCite \textit{R. Carmona} et al., Ann. Probab. 48, No. 5, 2644--2646 (2020; Zbl 1470.91032) Full Text: DOI Euclid
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: large deviations and concentration of measure. (English) Zbl 1445.60025 Ann. Probab. 48, No. 1, 211-263 (2020). Reviewer: Edward Omey (Brussels) MSC: 60F10 60E15 60H10 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Probab. 48, No. 1, 211--263 (2020; Zbl 1445.60025) Full Text: DOI arXiv Euclid
Bailleul, Ismaël; Catellier, Rémi; Delarue, François Solving mean field rough differential equations. (English) Zbl 1464.60056 Electron. J. Probab. 25, Paper No. 21, 51 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60L30 PDFBibTeX XMLCite \textit{I. Bailleul} et al., Electron. J. Probab. 25, Paper No. 21, 51 p. (2020; Zbl 1464.60056) Full Text: DOI arXiv Euclid
Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas Convergence analysis of upwind type schemes for the aggregation equation with pointy potential. (English) Zbl 1436.65120 Ann. Henri Lebesgue 3, 217-260 (2020). MSC: 65M08 65M12 35D30 35L60 92D25 35Q92 35Q49 49K20 35R06 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Henri Lebesgue 3, 217--260 (2020; Zbl 1436.65120) Full Text: DOI arXiv
Delarue, François; Tchuendom, Rinel Foguen Selection of equilibria in a linear quadratic mean-field game. (English) Zbl 1471.91029 Stochastic Processes Appl. 130, No. 2, 1000-1040 (2020). MSC: 91A16 35L65 60F17 60H10 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{R. F. Tchuendom}, Stochastic Processes Appl. 130, No. 2, 1000--1040 (2020; Zbl 1471.91029) Full Text: DOI arXiv
Delarue, François Restoring uniqueness to mean-field games by randomizing the equilibria. (English) Zbl 1457.60087 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598-678 (2019). MSC: 60H10 60H15 91A07 91A15 60H30 PDFBibTeX XMLCite \textit{F. Delarue}, Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598--678 (2019; Zbl 1457.60087) Full Text: DOI arXiv
Grazieschi, Paolo; Leocata, Marta; Mascart, Cyrille; Chevallier, Julien; Delarue, François; Tanré, Etienne Network of interacting neurons with random synaptic weights. (English) Zbl 1418.92006 ESAIM, Proc. Surv. 65, 445-475 (2019). MSC: 92B20 92C20 PDFBibTeX XMLCite \textit{P. Grazieschi} et al., ESAIM, Proc. Surv. 65, 445--475 (2019; Zbl 1418.92006) Full Text: DOI
Fabrèges, Benoît; Hivert, Hélène; Le Balc’h, Kevin; Martel, Sofiane; Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas Numerical schemes for the aggregation equation with pointy potentials. (English. French summary) Zbl 1447.35218 ESAIM, Proc. Surv. 65, 384-400 (2019). MSC: 35L65 35L60 65M08 35B44 35A35 PDFBibTeX XMLCite \textit{B. Fabrèges} et al., ESAIM, Proc. Surv. 65, 384--400 (2019; Zbl 1447.35218) Full Text: DOI
Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René CEMRACS 2017: numerical probabilistic approach to MFG. (English) Zbl 1454.91025 ESAIM, Proc. Surv. 65, 84-113 (2019). MSC: 91A16 65C30 PDFBibTeX XMLCite \textit{A. Angiuli} et al., ESAIM, Proc. Surv. 65, 84--113 (2019; Zbl 1454.91025) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: a central limit theorem. (English) Zbl 1508.60032 Electron. J. Probab. 24, Paper No. 51, 54 p. (2019). MSC: 60F05 60H10 60H15 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Electron. J. Probab. 24, Paper No. 51, 54 p. (2019; Zbl 1508.60032) Full Text: DOI arXiv Euclid
Delarue, François Mean field games: a toy model on an Erdös-Renyi graph. (English) Zbl 1407.91054 ESAIM, Proc. Surv. 60, 1-26 (2017). MSC: 91A23 91A07 91A43 05C80 PDFBibTeX XMLCite \textit{F. Delarue}, ESAIM, Proc. Surv. 60, 1--26 (2017; Zbl 1407.91054) Full Text: DOI
Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas Convergence order of upwind type schemes for transport equations with discontinuous coefficients. (English. French summary) Zbl 1378.65163 J. Math. Pures Appl. (9) 108, No. 6, 918-951 (2017). MSC: 65M12 65M15 65M06 35L65 35R05 PDFBibTeX XMLCite \textit{F. Delarue} et al., J. Math. Pures Appl. (9) 108, No. 6, 918--951 (2017; Zbl 1378.65163) Full Text: DOI arXiv
Carmona, René; Delarue, François; Lacker, Daniel Mean field games of timing and models for bank runs. (English) Zbl 1411.91102 Appl. Math. Optim. 76, No. 1, 217-260 (2017). MSC: 91A23 91A15 91A55 60G40 PDFBibTeX XMLCite \textit{R. Carmona} et al., Appl. Math. Optim. 76, No. 1, 217--260 (2017; Zbl 1411.91102) Full Text: DOI arXiv
Carmona, René; Delarue, François Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. (English) Zbl 1322.93103 Ann. Probab. 43, No. 5, 2647-2700 (2015). MSC: 93E20 60H10 60K35 93C10 49K45 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{F. Delarue}, Ann. Probab. 43, No. 5, 2647--2700 (2015; Zbl 1322.93103) Full Text: DOI arXiv Euclid
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. (English) Zbl 1322.60085 Ann. Appl. Probab. 25, No. 4, 2096-2133 (2015). MSC: 60H10 60K35 60J60 60K05 60J75 92C20 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Appl. Probab. 25, No. 4, 2096--2133 (2015; Zbl 1322.60085) Full Text: DOI arXiv Euclid
Carmona, René; Delarue, François The master equation for large population equilibriums. (English) Zbl 1391.92036 Crisan, Dan (ed.) et al., Stochastic analysis and applications 2014. In honour of Terry Lyons. Selected articles based on the presentations at the conference, Oxford, UK, September 23–27, 2013. Cham: Springer (ISBN 978-3-319-11291-6/hbk; 978-3-319-11292-3/ebook). Springer Proceedings in Mathematics & Statistics 100, 77-128 (2014). MSC: 92D25 60H15 91A15 91A07 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{F. Delarue}, Springer Proc. Math. Stat. 100, 77--128 (2014; Zbl 1391.92036) Full Text: DOI arXiv
Delarue, François; Flandoli, Franco The transition point in the zero noise limit for a 1D Peano example. (English) Zbl 1314.60113 Discrete Contin. Dyn. Syst. 34, No. 10, 4071-4083 (2014). MSC: 60H10 60F99 60J65 34A12 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{F. Flandoli}, Discrete Contin. Dyn. Syst. 34, No. 10, 4071--4083 (2014; Zbl 1314.60113) Full Text: DOI
Carmona, René; Delarue, François Singular FBSDEs and scalar conservation laws driven by diffusion processes. (English) Zbl 1284.60114 Probab. Theory Relat. Fields 157, No. 1-2, 333-388 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60H07 60H30 91G80 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{F. Delarue}, Probab. Theory Relat. Fields 157, No. 1--2, 333--388 (2013; Zbl 1284.60114) Full Text: DOI arXiv
Carmona, René; Delarue, François; Lachapelle, Aimé Control of McKean-Vlasov dynamics versus mean field games. (English) Zbl 1269.91012 Math. Financ. Econ. 7, No. 2, 131-166 (2013). MSC: 91A23 60H10 91A10 91A15 34F05 45K05 PDFBibTeX XMLCite \textit{R. Carmona} et al., Math. Financ. Econ. 7, No. 2, 131--166 (2013; Zbl 1269.91012) Full Text: DOI arXiv
Carmona, René; Delarue, François; Espinosa, Gilles-Edouard; Touzi, Nizar Singular forward-backward stochastic differential equations and emissions derivatives. (English) Zbl 1276.60070 Ann. Appl. Probab. 23, No. 3, 1086-1128 (2013). Reviewer: Tommi Sottinen (Vaasa) MSC: 60H30 91G80 91G20 PDFBibTeX XMLCite \textit{R. Carmona} et al., Ann. Appl. Probab. 23, No. 3, 1086--1128 (2013; Zbl 1276.60070) Full Text: DOI arXiv Euclid
Delarue, François Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs. (English) Zbl 1185.35109 J. Differ. Equations 248, No. 4, 924-951 (2010). MSC: 35J70 35J62 35B45 PDFBibTeX XMLCite \textit{F. Delarue}, J. Differ. Equations 248, No. 4, 924--951 (2010; Zbl 1185.35109) Full Text: DOI
Comets, Francis; Delarue, François; Schott, René Large deviations analysis for distributed algorithms in an ergodic Markovian environment. (English) Zbl 1186.60021 Appl. Math. Optim. 60, No. 3, 341-396 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F10 60J99 PDFBibTeX XMLCite \textit{F. Comets} et al., Appl. Math. Optim. 60, No. 3, 341--396 (2009; Zbl 1186.60021) Full Text: DOI arXiv
Delarue, F. Hitting time of a corner for a reflected diffusion in the square. (English) Zbl 1180.60035 Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 5, 946-961 (2008). Reviewer: Makiko Nisio (Kobe) MSC: 60G40 60H10 68W15 PDFBibTeX XMLCite \textit{F. Delarue}, Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 5, 946--961 (2008; Zbl 1180.60035) Full Text: DOI EuDML
Delarue, François; Menozzi, Stéphane An interpolated stochastic algorithm for quasi-linear PDEs. (English) Zbl 1131.65002 Math. Comput. 77, No. 261, 125-158 (2008). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C30 60H15 60H35 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{S. Menozzi}, Math. Comput. 77, No. 261, 125--158 (2008; Zbl 1131.65002) Full Text: DOI
Delarue, F.; Guatteri, G. Weak existence and uniqueness for forward-backward SDEs. (English) Zbl 1113.60059 Stochastic Processes Appl. 116, No. 12, 1712-1742 (2006). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{G. Guatteri}, Stochastic Processes Appl. 116, No. 12, 1712--1742 (2006; Zbl 1113.60059) Full Text: DOI
Delarue, François; Menozzi, Stéphane A forward-backward stochastic algorithm for quasi-linear PDEs. (English) Zbl 1097.65011 Ann. Appl. Probab. 16, No. 1, 140-184 (2006). MSC: 65C30 35K55 60H35 60H15 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{S. Menozzi}, Ann. Appl. Probab. 16, No. 1, 140--184 (2006; Zbl 1097.65011) Full Text: DOI arXiv
Delarue, François Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (English) Zbl 1073.35021 Ann. Probab. 32, No. 3B, 2305-2361 (2004). Reviewer: Fabio Paronetto (Lecce) MSC: 35B27 35K55 35R60 60H10 60H20 60H30 PDFBibTeX XMLCite \textit{F. Delarue}, Ann. Probab. 32, No. 3B, 2305--2361 (2004; Zbl 1073.35021) Full Text: DOI arXiv