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A probabilistic numerical method for a class of mean field games.
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- Stochastics & Dynamics, 2022, v. 22, n. 4, p. 1, doi. 10.1142/S0219493722500083
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Mean field dynamics of a Wilson–Cowan neuronal network with nonlinear coupling term.
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- Stochastics & Dynamics, 2018, v. 18, n. 6, p. N.PAG, doi. 10.1142/S0219493718500466
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- Article
Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs.
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- Applied Mathematics & Optimization, 2016, v. 74, n. 1, p. 163, doi. 10.1007/s00245-015-9311-7
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- Article