Introduces space-time controlled fields calculus for rough stochastic systems to unify composition rules and derive Itô-Wentzell-Alekseev-Gröbner identities.
McKean–Vlasov equations with rough common noise
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The paper establishes existence, uniqueness, and stability for linear-quadratic mean-field games with rough common noise via a novel Volterra formulation and rough FBSDEs.
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Controlled fields, rough stochastic calculus, and It\^o-Wentzell-Alekseev-Gr\"obner identities
Introduces space-time controlled fields calculus for rough stochastic systems to unify composition rules and derive Itô-Wentzell-Alekseev-Gröbner identities.
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Mean-field games with rough common noise: the linear-quadratic case
The paper establishes existence, uniqueness, and stability for linear-quadratic mean-field games with rough common noise via a novel Volterra formulation and rough FBSDEs.