Mean field theory has raised a lot of interest in recent years, since the independent
introduction by Lasry–Lions and Huang–Caines–Malhamé, see, in particular, Lasry–Lions …

We propose a simple model of inter-bank borrowing and lending where the evolution of the
log-monetary reserves of $ N $ banks is described by a system of diffusion processes …

For preventing the spread of epidemics such as the coronavirus disease COVID-19, social
distancing and the isolation of infected persons are crucial. However, existing reaction …

In this paper, we investigate a moral hazard problem in finite time with lump-sum and
continuous payments, involving infinitely many agents with mean-field type interactions …

Financial markets and more generally macro-economic models involve a large number of
individuals interacting through variables such as prices resulting from the aggregate …

We propose a model of inter-bank lending and borrowing which takes into account clearing
debt obligations. The evolution of log-monetary reserves of banks is described by coupled …

For mean-field type control problems, stochastic dynamic programming requires adaptation.
We propose to reformulate the problem as a distributed control problem by assuming that …

In this paper, we investigate the interaction of two populations with a large number of
indistinguishable agents. The problem consists in two levels: the interaction between agents …

Individual events can trigger systemic risks in many complex systems, from natural to man-
made. Yet, analysts are still usually treating these two types of risks separately. We suggest …

We investigate existence and uniqueness of strong solutions of mean-field stochastic
differential equations with irregular drift coefficients. Our direct construction of strong …