Videos

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Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise Thumbnail

Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise

Presenter
  • Nizar Touzi
March 7, 2024
IMSI
Mean Field Optimal Stopping Thumbnail

Mean Field Optimal Stopping

Presenter
  • Nizar Touzi
February 20, 2023
IMSI
Mean Field Game of Mutual Holding and systemic risk Thumbnail

Mean Field Game of Mutual Holding and systemic risk

Presenter
  • Nizar Touzi
March 28, 2022
IMSI
Mean field game of mutual holding Thumbnail

Mean field game of mutual holding

Presenter
  • Nizar Touzi
December 6, 2021
IMSI
Numerical methods for BSDEs and applications Thumbnail

Numerical methods for BSDEs and applications

Presenter
  • Nizar Touzi
June 18, 2010
IMA
Second order backward stochastic differential equations and connection with fully nonlinear PDEs Thumbnail

Second order backward stochastic differential equations and connection with fully nonlinear PDEs

Presenter
  • Nizar Touzi
June 17, 2010
IMA
Backward stochastic differential equations and connection with semilinear PDEs Thumbnail

Backward stochastic differential equations and connection with semilinear PDEs

Presenter
  • Nizar Touzi
June 16, 2010
IMA
Second order stochastic target problems Thumbnail

Second order stochastic target problems

Presenter
  • Nizar Touzi
June 15, 2010
IMA
Stochastic target problems and viscosity solutions Thumbnail

Stochastic target problems and viscosity solutions

Presenter
  • Nizar Touzi
June 14, 2010
IMA
Martingale representation theorem for the G-expectation Thumbnail

Martingale representation theorem for the G-expectation

Presenter
  • Jianfeng Zhang
June 14, 2010
IMA
Mean Field Game of Mutual Holding Thumbnail

Mean Field Game of Mutual Holding

Presenter
  • Fabrice Djete
December 15, 2021
IMSI