An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise von Bensoussan, A., Feau, C., Mertz, L., Chi Phillip Yam, S.

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Mean Field Games and Mean Field Type Control Theory von Bensoussan, Alain, Frehse, Jens, Yam, Phillip

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Testing network autocorrelation without replicates von Chan, Kwun Chuen Gary, Han, Jinhui, Kennedy, Adrian Patrick, Yam, Sheung Chi Phillip

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On the authenticity of COVID-19 case figures von Kennedy, Adrian Patrick, Yam, Sheung Chi Phillip

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A class of non-zero-sum stochastic differential investment and reinsurance games von Bensoussan, Alain, Siu, Chi Chung, Yam, Sheung Chi Phillip, Yang, Hailiang

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Cooperative Advertising in a Dynamic Three‐Echelon Supply Chain von Kennedy, Adrian Patrick, Sethi, Suresh P., Siu, Chi Chung, Yam, Sheung Chi Phillip

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Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting von Chan, Kwun Chuen Gary, Yam, Sheung Chi Phillip, Zhang, Zheng

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Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions von Li, Xiaolong, Shi, Yifan, Phillip Yam, Sheung Chi, Yang, Hailiang

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Co‐op advertising in randomly fluctuating markets von Han, Jinhui, Sethi, Suresh P., Siu, Chi Chung, Yam, Sheung Chi Phillip

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The Master equation in mean field theory von Bensoussan, Alain, Frehse, Jens, Yam, Sheung Chi Phillip

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Mean Field Games With Parametrized Followers von Bensoussan, Alain, Cass, Thomas, Chau, Man Ho Michael, Yam, Sheung Chi Phillip

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Dynamic mean–variance problem with frictions von Bensoussan, Alain, Ma, Guiyuan, Siu, Chi Chung, Yam, Sheung Chi Phillip

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Control problem on space of random variables and master equation von Bensoussan, Alain, Yam, Sheung Chi Phillip

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Relative performance evaluation for dynamic contracts in a large competitive market von Han, Jinhui, Ma, Guiyuan, Yam, Sheung Chi Phillip

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Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising von Bensoussan, Alain, Chen, Shaokuan, Chutani, Anshuman, Sethi, Suresh P., Siu, Chi Chung, Phillip Yam, Sheung Chi

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A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management von Han, Jinhui, Phillip Yam, Sheung Chi

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Inter‐temporal mutual‐fund management von Bensoussan, Alain, Cheung, Ka Chun, Li, Yiqun, Yam, Sheung Chi Phillip

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Taylor’s law of fluctuation scaling for semivariances and higher moments of heavy-tailed data von Brown, Mark, Cohen, Joel E., Tang, Chuan-Fa, Yam, Sheung Chi Phillip

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Satisficing credibility for heterogeneous risks von Cheung, Ka Chun, Yam, Sheung Chi Phillip, Zhang, Yiying

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Dynamic trading with Markov liquidity switching von Ma, Guiyuan, Siu, Chi Chung, Yam, Sheung Chi Phillip, Zhou, Zeyu

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