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Pierre Cardaliaguet, Notes on mean field games, Tech · 2013

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math.PR 1

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A Mean-Field Theory of $\Theta$-Expectations

math.PR · 2025-07-30 · reject · novelty 6.0

A mean-field FBSDE theory is proposed to define Theta-expectations over non-convex uncertainty sets, with well-posedness and non-subadditivity claimed.

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  • A Mean-Field Theory of $\Theta$-Expectations math.PR · 2025-07-30 · reject · none · ref 4

    A mean-field FBSDE theory is proposed to define Theta-expectations over non-convex uncertainty sets, with well-posedness and non-subadditivity claimed.