François Delarue

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All published works

Action	Title	Year	Authors
+ PDF Chat	Major-minor mean field games: common noise helps	2025	François Delarue Chenchen Mou
+	Fourier Galerkin approximation of mean field control problems	2024	François Delarue Mattia Martini
+	Rearranged Stochastic Heat Equation	2024	François Delarue William R. P. Hammersley
+	On the optimal rate for the convergence problem in mean field control	2024	Samuel Daudin François Delarue Joe Jackson
+ PDF Chat	Exploration Noise for Learning Linear-Quadratic Mean Field Games	2024	François Delarue Athanasios Vasileiadis
+ PDF Chat	It\^o's Formula for the Rearranged Stochastic Heat Equation	2024	François Delarue William R. P. Hammersley
+	Ergodicity of some stochastic Fokker-Planck equations with additive common noise	2024	François Delarue Étienne Tanré Raphaël Maillet
+ PDF Chat	Rearranged Stochastic Heat Equation: Ergodicity and Related Gradient Descent on the Space of Probability Measures	2024	François Delarue William R. P. Hammersley
+ PDF Chat	Fourier Galerkin approximation of mean field control problems	2024	François Delarue Mattia Martini
+	Intrinsic regularization by noise for $1d$ mean field games	2024	François Delarue Youssef Ouknine
+	On the Optimal Rate for the Convergence Problem in Mean Field Control	2023	Samuel Daudin François Delarue Joe Jackson
+	From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective	2023	René Carmona Gökçe Dayanıklı François Delarue Mathieu Laurière
+	A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria	2022	Jean-François Chassagneux Dan Crisan François Delarue
+	Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness	2022	François Delarue Sergey Nadtochiy Mykhaylo Shkolnikov
+ PDF Chat	Finite State Mean Field Games with Wright–Fisher Common Noise as Limits of<i>N</i>-Player Weighted Games	2022	Erhan Bayraktar Alekos Cecchin Asaf Cohen François Delarue
+	Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths	2022	François Delarue William Salkeld
+	Weak solutions to the master equation of potential mean field games	2022	Alekos Cecchin François Delarue
+	Rearranged Stochastic Heat Equation	2022	François Delarue William R. P. Hammersley
+ PDF Chat	Selection by vanishing common noise for potential finite state mean field games	2021	Alekos Cecchin François Delarue
+	Probabilistic rough paths I Lions trees and coupled Hopf algebras	2021	François Delarue William Salkeld
+ PDF Chat	Propagation of chaos for mean field rough differential equations	2021	Ismaël Bailleul Rémi Catellier François Delarue
+ PDF Chat	Finite state mean field games with Wright–Fisher common noise	2021	Erhan Bayraktar Alekos Cecchin Asaf Cohen François Delarue
+	Uniform in time weak propagation of chaos on the torus	2021	François Delarue Alvin Tse
+	Exploration noise for learning linear-quadratic mean field games	2021	François Delarue Athanasios Vasileiadis
+	Mean field games and master equation	2021	François Delarue
+	An example driven introduction to probabilistic rough paths	2021	François Delarue William Salkeld
+ PDF Chat	Errata: Mean field games with common noise	2020	René Carmona François Delarue Daniel Lacker
+	Selection by vanishing common noise for potential finite state mean field games	2020	Alekos Cecchin François Delarue
+ PDF Chat	Convergence analysis of upwind type schemes for the aggregation equation with pointy potential	2020	François Delarue Frédéric Lagoutière Nicolas Vauchelet
+ PDF Chat	From the master equation to mean field game limit theory: Large deviations and concentration of measure	2020	François Delarue Daniel Lacker Kavita Ramanan
+ PDF Chat	Solving mean field rough differential equations	2020	Ismaël Bailleul Rémi Catellier François Delarue
+	Master Equation for Finite State Mean Field Games with Additive Common Noise	2020	François Delarue
+	Finite state mean field games with Wright Fisher common noise as limits of $N$-player weighted games	2020	Erhan Bayraktar Alekos Cecchin Asaf Cohen François Delarue
+	Selection by vanishing common noise for potential finite state mean field games	2020	Alekos Cecchin François Delarue
+	Finite state Mean Field Games with Wright-Fisher common noise	2019	Erhan Bayraktar Alekos Cecchin Asaf Cohen François Delarue
+ PDF Chat	The Master Equation and the Convergence Problem in Mean Field Games	2019	Pierre Cardaliaguet François Delarue Jean‐Michel Lasry Pierre‐Louis Lions
+	Mean Field Game System with a Common Noise	2019	Pierre Cardaliaguet François Delarue Jean‐Michel Lasry Pierre‐Louis Lions
+ PDF Chat	Selection of equilibria in a linear quadratic mean-field game	2019	François Delarue Rinel Foguen Tchuendom
+ PDF Chat	Restoring uniqueness to mean-field games by randomizing the equilibria	2019	François Delarue
+ PDF Chat	Numerical method for FBSDEs of McKean–Vlasov type	2019	Jean-François Chassagneux Dan Crisan François Delarue
+ PDF Chat	Numerical schemes for the aggregation equation with pointy potentials	2019	Benoît Fabrèges Hélène Hivert Kévin Le Balc’h Sofiane Martel François Delarue Fré́dé́ric Lagoutière Nicolas Vauchelet
+	Propagation of chaos for mean field rough differential equations	2019	Ismaël Bailleul Rémi Catellier François Delarue
+ PDF Chat	From the master equation to mean field game limit theory: a central limit theorem	2019	François Delarue Daniel Lacker Kavita Ramanan
+	Zero noise limit for multidimensional SDEs driven by a pointy gradient	2019	François Delarue Mario Maurelli
+	Finite state Mean Field Games with Wright-Fisher common noise	2019	Erhan Bayraktar Alekos Cecchin Asaf Cohen François Delarue
+ PDF Chat	Numerical Probabilistic Approach to MFG	2019	Andrea Angiuli Christy V. Graves Houzhi Li Jean-François Chassagneux François Delarue René Carmona
+ PDF Chat	Numerical Probabilistic Approach to MFG	2018	Andrea Angiuli Christy V. Graves Houzhi Li Jean-François Chassagneux François Delarue René Carmona
+ PDF Chat	Numerical Probabilistic Approach to MFG	2018	Andrea Angiuli Christy V. Graves Houzhi Li Jean-François Chassagneux François Delarue René Carmona
+ PDF Chat	Numerical Probabilistic Approach to MFG	2018	Andrea Angiuli Christy V. Graves Houzhi Li Jean-François Chassagneux François Delarue René Carmona
+	The Master Field and the Master Equation	2018	René Carmona François Delarue
+	Optimization in a Random Environment	2018	René Carmona François Delarue
+	Spaces of Measures and Related Differential Calculus	2018	René Carmona François Delarue
+	MFGs with a Common Noise: Strong and Weak Solutions	2018	René Carmona François Delarue
+	Classical Solutions to the Master Equation	2018	René Carmona François Delarue
+	Solving mean field rough differential equations	2018	Ismaël Bailleul Rémi Catellier François Delarue
+	Numerical Probabilistic Approach to MFG	2018	Andrea Angiuli Christy V. Graves Houzhi Li Jean-François Chassagneux François Delarue René Carmona
+	Extensions for Volume II	2018	René Carmona François Delarue
+	From the master equation to mean field game limit theory: A central limit theorem	2018	François Delarue Daniel Lacker Kavita Ramanan
+	From the master equation to mean field game limit theory: Large deviations and concentration of measure	2018	François Delarue Daniel Lacker Kavita Ramanan
+	Convergence analysis of upwind type schemes for the aggregation equation with pointy potential	2017	François Delarue Fré́dé́ric Lagoutière Nicolas Vauchelet
+ PDF Chat	Mean Field Games of Timing and Models for Bank Runs	2017	René Carmona François Delarue Daniel Lacker
+ PDF Chat	Convergence order of upwind type schemes for transport equations with discontinuous coefficients	2017	François Delarue Frédéric Lagoutière Nicolas Vauchelet
+ PDF Chat	Mean field games: A toy model on an Erdös-Renyi graph.	2017	François Delarue
+	Numerical Method for FBSDEs of McKean-Vlasov Type	2017	Jean-François Chassagneux Dan Crisan François Delarue
+	Convergence analysis of upwind type schemes for the aggregation equation with pointy potential	2017	François Delarue Fré́dé́ric Lagoutière Nicolas Vauchelet
+	Mean field games with common noise	2016	René Carmona François Delarue Daniel Lacker
+	Mean field games of timing and models for bank runs	2016	René Carmona François Delarue Daniel Lacker
+ PDF Chat	Mean field games with common noise	2016	René Carmona François Delarue Daniel Lacker
+	Mean field games of timing and models for bank runs	2016	René Carmona François Delarue Daniel Lacker
+	Convergence order of upwind type schemes for transport equations with discontinuous coefficients	2016	François Delarue Fré́dé́ric Lagoutière Nicolas Vauchelet
+	Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics	2015	René Carmona François Delarue
+ PDF Chat	Global solvability of a networked integrate-and-fire model of McKean–Vlasov type	2015	François Delarue J. Inglis Sylvain Rubenthaler Étienne Tanré
+ PDF Chat	Rough paths and 1d SDE with a time dependent distributional drift: application to polymers	2015	François Delarue Roland Diel
+	Particle systems with a singular mean-field self-excitation. Application to neuronal networks	2015	François Delarue J. Inglis Sylvain Rubenthaler Étienne Tanré
+ PDF Chat	The Landau equation for Maxwellian molecules and the Brownian motion on $SO_N(\mathbb{R})$	2015	François Delarue Stéphane Menozzi Eulàlia Nualart
+ PDF Chat	Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics	2015	René Carmona François Delarue
+	CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA	2014	Jean-François Chassagneux Dan Crisan François Delarue
+ PDF Chat	Information Transmission under Random Emission Constraints	2014	Francis Comets François Delarue René Schott
+	Mean field games with common noise	2014	René Carmona François Delarue Daniel Lacker
+	Rough paths and 1d sde with a time dependent distributional drift. Application to polymers	2014	François Delarue Roland Diel
+ PDF Chat	The Master Equation for Large Population Equilibriums	2014	René Carmona François Delarue
+	Rédacteurs en chef / Chief Editors	2014	Thierry Bodineau Route de Saclay Lorenzo Zambotti Comité de Rédaction V. B Aladi Martin T. Barlow Gilles Blanchard C. Benoît Ivan Corwin François Delarue
+	Particle systems with a singular mean-field self-excitation. Application to neuronal networks	2014	François Delarue J. Inglis Sylvain Rubenthaler Étienne Tanré
+	The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)	2014	François Delarue Stéphane Menozzi Eulàlia Nualart
+	Rough paths and 1d sde with a time dependent distributional drift. Application to polymers	2014	François Delarue Roland Diel
+	Mean field games with common noise	2014	René Carmona François Delarue Daniel Lacker
+ PDF Chat	First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time	2013	François Delarue J. Inglis Sylvain Rubenthaler Étienne Tanré
+ PDF Chat	Noise Prevents Collapse of Vlasov‐Poisson Point Charges	2013	François Delarue Franco Flandoli Dario Vincenzi
+	Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics	2013	René Carmona François Delarue
+ PDF Chat	Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics	2013	René Carmona François Delarue
+ PDF Chat	Singular forward–backward stochastic differential equations and emissions derivatives	2013	René Carmona François Delarue Gilles‐Edouard Espinosa Nizar Touzi
+ PDF Chat	Probabilistic Analysis of Mean-Field Games	2013	René Carmona François Delarue
+ PDF Chat	Mean field forward-backward stochastic differential equations	2013	René Carmona François Delarue
+ PDF Chat	Probabilistic Analysis of Mean-Field Games	2013	René Carmona François Delarue
+ PDF Chat	Probabilistic Analysis of Mean-Field Games	2013	René Carmona François Delarue
+	Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics	2013	René Carmona François Delarue
+ PDF Chat	Singular FBSDEs and scalar conservation laws driven by diffusion processes	2012	René Carmona François Delarue
+	Control of McKean-Vlasov Dynamics versus Mean Field Games	2012	René Carmona François Delarue Aimé Lachapelle
+	Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes	2012	René Carmona François Delarue
+	Probabilistic Analysis of Mean-Field Games	2012	René Carmona François Delarue
+ PDF Chat	Control of McKean–Vlasov dynamics versus mean field games	2012	René Carmona François Delarue Aimé Lachapelle
+ PDF Chat	Complex Monge–Ampère Equations and Geodesics in the Space of Kähler Metrics	2012	François Delarue
+	Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives	2012	René Carmona François Delarue Gilles‐Edouard Espinosa Nizar Touzi
+	Control of McKean-Vlasov Dynamics versus Mean Field Games	2012	René Carmona François Delarue Aimé Lachapelle
+	Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes	2012	René Carmona François Delarue
+	Probabilistic Analysis of Mean-Field Games	2012	René Carmona François Delarue
+	Probabilistic Approach to Regularity	2011	François Delarue
+ PDF Chat	Probabilistic analysis of the upwind scheme for transport	2011	François Delarue Fré́dé́ric Lagoutière
+ PDF Chat	Density estimates for a random noise propagating through a chain of differential equations	2010	François Delarue Stéphane Menozzi
+ PDF Chat	Probabilistic Analysis of the Upwind Scheme for Transport Equations	2010	François Delarue Fré́dé́ric Lagoutière
+	Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs	2009	François Delarue
+ PDF Chat	Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment	2009	Francis Comets François Delarue René Schott
+	Stochastic homogenization of quasilinear PDEs with a spatial degeneracy	2009	François Delarue Rémi Rhodes
+ PDF Chat	Hitting time of a corner for a reflected diffusion in the square	2008	François Delarue
+ PDF Chat	Distributed algorithms in an ergodic Markovian environment	2006	Francis Comets François Delarue René Schott
+	Weak existence and uniqueness for forward–backward SDEs	2006	François Delarue Giuseppina Guatteri
+ PDF Chat	A forward–backward stochastic algorithm for quasi-linear PDEs	2006	François Delarue Stéphane Menozzi
+ PDF Chat	Additive Functionals of a Non-Divergence Diffusion in a Random Medium	2005	François Delarue
+	Distributed Algorithms in an Ergodic Markovian Environment	2005	Francis Comets François Delarue René Schott
+ PDF Chat	A Forward-Backward stochastic algorithm for quasi-linear PDEs	2004	François Delarue Stéphane Menozzi
+ PDF Chat	Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients	2004	François Delarue
+	Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme	2003	François Delarue
+	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case	2002	François Delarue
+	Equations différentielles stochastiques progressives-rétrogrades : application à l'homogénéisation des EDP quasi-linéaires	2002	François Delarue

Common Coauthors

Coauthor	Papers Together
René Carmona	40
Daniel Lacker	12
Alekos Cecchin	6
Nicolas Vauchelet	6
Fré́dé́ric Lagoutière	6
Andrea Angiuli	5
Étienne Tanré	5
Jean-François Chassagneux	5
Erhan Bayraktar	5
Houzhi Li	5
Stéphane Menozzi	5
Christy V. Graves	5
Jean-François Chassagneux	4
Rémi Catellier	4
J. Inglis	4
Kavita Ramanan	4
Francis Comets	4
Dan Crisan	4
William R. P. Hammersley	4
Ismaël Bailleul	4
Roland Diel	3
Alekos Cecchin	3
René Schott	3
Sylvain Rubenthaler	3
Aimé Lachapelle	3
William Salkeld	3
Asaf Cohen	3
Gilles‐Edouard Espinosa	2
Franco Flandoli	2
Eulàlia Nualart	2
Athanasios Vasileiadis	2
Asaf Cohen	2
Samuel Daudin	2
Mattia Martini	2
Joe Jackson	2
Frédéric Lagoutière	2
Nizar Touzi	2
Jean‐Michel Lasry	2
Pierre‐Louis Lions	2
Gábor Pete	1
V. B Aladi	1
Youssef Ouknine	1
Mathieu Laurière	1
Lorenzo Zambotti	1
Ivan Corwin	1
Gökçe Dayanıklı	1
Marc Hoffmann	1
Hélène Hivert	1
Chenchen Mou	1
Leonid Mytnik	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case	2002	François Delarue	32
+	Topics in propagation of chaos	1991	Alain‐Sol Sznitman	32
+ PDF Chat	Solving forward-backward stochastic differential equations explicitly — a four step scheme	1994	Jin Ma Philip Protter Jiongmin Yong	25
+ PDF Chat	Jeux à champ moyen. II – Horizon fini et contrôle optimal	2006	Jean‐Michel Lasry Pierre‐Louis Lions	21
+ PDF Chat	Probabilistic Analysis of Mean-Field Games	2013	René Carmona François Delarue	19
+	The Master equation in mean field theory	2014	Alain Bensoussan Jens Frehse Sheung Chi Phillip Yam	17
+	Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme	2003	François Delarue	15
+ PDF Chat	Control of McKean–Vlasov dynamics versus mean field games	2012	René Carmona François Delarue Aimé Lachapelle	15
+ PDF Chat	The Master Equation and the Convergence Problem in Mean Field Games	2019	Pierre Cardaliaguet François Delarue Jean‐Michel Lasry Pierre‐Louis Lions	15
+ PDF Chat	A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS	1966	H. P. McKean	14
+ PDF Chat	Mean Field Games and Applications	2010	Olivier Guéant Jean‐Michel Lasry Pierre Louis Lions	14
+	Existence of a solution to an equation arising from the theory of Mean Field Games	2015	Wilfrid Gangbo Andrzej Święch	14
+ PDF Chat	The Master Equation for Large Population Equilibriums	2014	René Carmona François Delarue	14
+ PDF Chat	Topics in Optimal Transportation	2003	Cédric Villani	14
+ PDF Chat	On the rate of convergence in Wasserstein distance of the empirical measure	2014	Nicolas Fournier Arnaud Guillin	14
+	Linear and Quasi-linear Equations of Parabolic Type	1968	O. Ladyženskaja V. A. Solonnikov N. Ural’ceva	14
+	Uniqueness for Linear-Quadratic Mean Field Games with Common Noise	2016	Rinel Foguen Tchuendom	13
+	Stochastic McKean-Vlasov equations	1995	Donald A. Dawson Jean Vaillancourt	12
+	Partial differential equations of parabolic type	1965	John S. Maybee	12
+ PDF Chat	On the connection between symmetric $N$-player games and mean field games	2017	Markus Fischer	12
+	Mean Field Games Models—A Brief Survey	2013	Diogo A. Gomes João Saúde	12
+	ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS	1981	A J Veretennikov	12
+	Adapted solution of a backward stochastic differential equation	1990	Étienne Pardoux Shigē Péng	12
+	Mean field games with common noise	2016	René Carmona François Delarue Daniel Lacker	12
+	THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION	2001	Félix Otto	12
+ PDF Chat	On the interpretation of the Master Equation	2016	Alain Bensoussan Jens Frehse Sheung Chi Phillip Yam	11
+	Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics	2015	René Carmona François Delarue	11
+ PDF Chat	Mean Field Games and systemic risk	2015	René Carmona Jean‐Pierre Fouque Li-Hsien Sun	11
+	Optimal Transport	2008	Cédric Villani	11
+ PDF Chat	Mean field forward-backward stochastic differential equations	2013	René Carmona François Delarue	11
+	The Variational Formulation of the Fokker--Planck Equation	1998	Richard W. Jordan David Kinderlehrer Félix Otto	10
+	Weak existence and uniqueness for forward–backward SDEs	2006	François Delarue Giuseppina Guatteri	10
+	Mean-field stochastic differential equations and associated PDEs	2017	Rainer Buckdahn Juan Li Shigē Péng Catherine Rainer	10
+	Particle representations for a class of nonlinear SPDEs	1999	Thomas G. Kurtz Jie Xiong	9
+	Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models	1996	Sylvie Méléard	9
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	9
+ PDF Chat	Second order mean field games with degenerate diffusion and local coupling	2015	Pierre Cardaliaguet P. Jameson Graber Alessio Porretta Daniela Tonon	9
+ PDF Chat	Constructive quantization: Approximation by empirical measures	2013	Steffen Dereich Michael Scheutzow Reik Schottstedt	9
+ PDF Chat	Continuous Time Finite State Mean Field Games	2013	Diogo A. Gomes Joana Mohr Rafael Rigão Souza	9
+	Propagation of chaos for interacting particles subject to environmental noise	2016	Michele Coghi Franco Flandoli	9
+	Stochastic differential equations with reflecting boundary conditions	1984	Pierre‐Louis Lions Alain‐Sol Sznitman	9
+	Small random perturbations of peano phenomena	1982	R. Bafico Pietro Baldi	9
+	Weak and strong solutions of stochastic differential equations: Existence and stability	1981	Jean Jacod Jean Mémin	9
+	Backward stochastic differential equations and quasilinear parabolic partial differential equations	2005	Étienne Pardoux Shigē Péng	9
+ PDF Chat	Explicit solutions of some linear-quadratic mean field games	2012	Martino Bardi	9
+	A probabilistic approach to mean field games with major and minor players	2016	René Carmona Xiuneng Zhu	9
+	Weak and strong solutions of general stochastic models	2014	Thomas G. Kurtz	8
+ PDF Chat	Analysis of a Finite State Many Player Game Using Its Master Equation	2018	Erhan Bayraktar Asaf Cohen	8
+ PDF Chat	Mean Field Games: Numerical Methods	2010	Yves Achdou Italo Capuzzo-Dolcetta	8
+	Nonlinear SDEs driven by Lévy processes and related PDEs	2007	Benjamin Jourdain Sylvie Méléard Wojbor A. Woyczyński	8