Gangbo, Wilfrid; Mészáros, Alpár R.; Mou, Chenchen; Zhang, Jianfeng Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity. (English) Zbl 1501.35403 Ann. Probab. 50, No. 6, 2178-2217 (2022). MSC: 35Q89 35R15 49N80 49Q22 60H30 91A16 91A15 93E20 35A01 35A02 35B45 PDFBibTeX XMLCite \textit{W. Gangbo} et al., Ann. Probab. 50, No. 6, 2178--2217 (2022; Zbl 1501.35403) 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
Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz Weak existence and uniqueness for McKean-Vlasov SDEs with common noise. (English) Zbl 1522.60050 Ann. Probab. 49, No. 2, 527-555 (2021). MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{W. R. P. Hammersley} et al., Ann. Probab. 49, No. 2, 527--555 (2021; Zbl 1522.60050) Full Text: DOI arXiv
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
Janjigian, Christopher; Rassoul-Agha, Firas Busemann functions and Gibbs measures in directed polymer models on \(\mathbb{Z}^2 \). (English) Zbl 1444.60083 Ann. Probab. 48, No. 2, 778-816 (2020). MSC: 60K35 60K37 PDFBibTeX XMLCite \textit{C. Janjigian} and \textit{F. Rassoul-Agha}, Ann. Probab. 48, No. 2, 778--816 (2020; Zbl 1444.60083) Full Text: DOI arXiv Euclid
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. (English) Zbl 1296.49034 Ann. Probab. 42, No. 4, 1724-1768 (2014). MSC: 49N70 49L25 49L20 91A23 91A15 91A05 60H10 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., Ann. Probab. 42, No. 4, 1724--1768 (2014; Zbl 1296.49034) Full Text: DOI arXiv
El Karoui, Nicole; Meziou, Asma Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance. (English) Zbl 1152.60038 Ann. Probab. 36, No. 2, 647-697 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60G07 60G51 60G40 91B28 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{A. Meziou}, Ann. Probab. 36, No. 2, 647--697 (2008; Zbl 1152.60038) Full Text: DOI arXiv
Soner, H. Mete; Touzi, Nizar A stochastic representation for mean curvature type geometric flows. (English) Zbl 1080.60076 Ann. Probab. 31, No. 3, 1145-1165 (2003). Reviewer: Feng-Yu Wang (Beijing) MSC: 60J60 49L20 35K55 49Q20 60H10 PDFBibTeX XMLCite \textit{H. M. Soner} and \textit{N. Touzi}, Ann. Probab. 31, No. 3, 1145--1165 (2003; Zbl 1080.60076) Full Text: DOI Euclid