Mirko Dai Prà - Dokumente zum Namen - alle Infos bei Yasni.de

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[ ] Convex Entropy Decay via the Bochner-Bakry-Emery approach

arxiv.org

Submission history. From: Paolo Dai Pra [view email] [v1] Sun, 16 Dec :40:05 GMT (28kb). Which authors of this paper are endorsers?

Endogenous Equilibria in Liquid Markets with Frictions and Boundedly...

papers.ssrn.com

In this paper we propose a simple binary mean field game, where N agents may decide whether to trade or not a share of a risky asset in a liquid market. The ass

WIAS Publications List

www.wias-berlin.de

WIAS Preprint No. 717, (2002). An existence result for infinite-dimensional Brownian diffusions with non-regular and non-Markovian drift. Authors. Dai Pra, Paolo ...

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Dokumente zum Namen Mirko Dai Prà

[ ] Convex Entropy Decay via the Bochner-Bakry-Emery approach

Endogenous Equilibria in Liquid Markets with Frictions and Boundedly...

WIAS Publications List