Articles to appear
- Embedding of Walsh Brownian Motion, with Xin Zhang, to appear in Stochastic Processes and Their Applications [ArXiv].
- Finite state Mean Field Games with Wright-Fisher common noise, with Asaf Cohen, Alekos Cecchin, and Francois Delarue, to appear in
Journal de Mathématiques Pures et Appliquées [ArXiv].
- Equilibrium concepts for time-inconsistent stopping problems in continuous time, with Jingjie Zhang and Zhou Zhou, to appear in Mathematical Finance. [SSRN], [ArXiv].
- Malicious Experts versus the multiplicative weights algorithm in online prediction, with H. Vincent Poor and Xin Zhang, to appear in IEEE Transactions on Information Theory [ArXiv], [Article]
- Asymptotics for Small Nonlinear Price Impact: a PDE Homogenization Approach to the Multidimensional Case, with Thomas Caye and Ibrahim Ekren, to appear in Mathematical Finance [SSRN], [ArXiv], [Article]
- Terminal Ranking Games, with Yuchong Zhang, to appear in Mathematics of Operations Research. [SSRN], [ArXiv].
- On the asymptotic optimality of the comb strategy for prediction with expert advice, with Ibrahim Ekren and Yili Zhang, to appear in Annals of Probability. [ArXiv].
- Existence of Transport Plans with Domain Constraints, with Xin Zhang and Zhou Zhou, to appear in Applied Mathematics and Optimization , [ArXiv], [SSRN], [Article]
- Stationarity and uniform in time convergence for the graphon particle system, with Ruoyu Wu [ArXiv].
- A Macroeconomic SIR Model for COVID-19, with Asaf Cohen and April Nellis [SSRN], [medRxiv]
- Graphon Mean Field Systems, with Suman Chakraborty and Ruoyu Wu [ArXiv].
- Disorder Detection with Costly Observations, with Erik Ekstrom and Jia Guo [ArXiv].
- Strong equivalence between metrics of Wasserstein type, with Gaoyue Guo [ArXiv].
- Mean field interaction on random graphs with dynamically changing multi-color edges, with Ruoyu Wu. [ArXiv].
- Kr,s graph bootstrap percolation, with Suman Chakraborty. [ArXiv].
- On the Adversarial Robustness of Multivariate Robust Estimation, with Lifeng Lai. [ArXiv].
- Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters, with Jun Geng and Lifeng Lai. [ArXiv].
- Dynamic Programming Principles for Optimal Stopping with Expectation Constraint, with Song Yao. [ArXiv].