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Article

Kolokoltsov, Vassili N. and Troeva, Marianna and Yang, Wei (2014) On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players. Dynamic Games and Applications, 4 (2). pp. 208-230. ISSN 2153-0785

Kolokoltsov, Vassili and Yang, Wei (2013) Existence of solutions to path-dependent kinetic equations and related forward-backward systems. Open Journal of Optimization, 2 (2). pp. 39-44. ISSN 2325-7105

Wu, JiangLun and Yang, Wei (2013) Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. Mathematical and Computer Modelling, 57 (3-4). pp. 570-583. ISSN 0895-7177

Kolokoltsov, Vassili and Troeva, Marianna and Yang, Wei (2013) Mean field games based on the stable-like processes. Matematicheskaya Teoriya Igr i Ee Prilozheniya, 5 (4). p. 33. 33.

Truman, Aubrey and Wang, FengYu and Wu, JiangLun and Yang, Wei (2012) A link of stochastic differential equations to nonlinear parabolic equations. Science in China Series A: Mathematics, 55 (10). pp. 1971-1976. ISSN 1006-9283

Kolokoltsov, Vassili and Yang, Wei (2012) Turnpike theorems for Markov games. Dynamic Games and Applications, 2 (3). pp. 294-312. ISSN 2153-0785

Wu, JiangLun and Yang, Wei (2010) Pricing CDO tranches in an intensity based model with the mean reversion approach. Mathematical and Computer Modelling, 52 (5-6). pp. 814-825. ISSN 0895-7177

Du, HongWen and Wu, JiangLun and Yang, Wei (2010) On the mechanism of CDOs behind the current financial crisis and mathematical modeling with lévy distributions. Intelligent Information Management, 2. pp. 149-158. ISSN 2160-5912

Book Section

Wu, JiangLun and Yang, Wei; Zhang, Tusheng and Zhou, Xunyu, eds. (2012) On stochastic differential equations and a generalised Burgers equation. In: Stochastic Analysis and Its Applications. Interdisciplinary Mathematical Sciences, 13 . World Scientific, Singapore, pp. 425-435.

Monograph

Kolokoltsov, Vassili and Yang, Wei (2015) Inspection games in a mean field setting. Preprint / Working Paper. arXiv.org.

Kolokoltsov, Vassili and Passi, Hemant and Yang, Wei (2013) Inspection and crime prevention : an evolutionary perspective. Preprint / Working Paper. University of Strathclyde, Glasgow. (Unpublished)

Wu, JiangLun and Yang, Wei (2013) A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation. Preprint / Working Paper. UNSPECIFIED.

Kolokoltsov, Vassili and Yang, Wei (2013) Sensitivity analysis for HJB equations with an application to a coupled backward-forward system. Preprint / Working Paper. Cornell University Press, Ithaca, NY. (Unpublished)

Kolokoltsov, Vassili N. and Li, Jiajie and Yang, Wei (2012) Mean Field Games and Nonlinear Markov Processes. Preprint / Working Paper. arXiv.org, Ithaca. (Unpublished)