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Publications

Preprints

• Sharp Wasserstein Convergence Rates for Empirical Path Laws of Itô Processes
  Xihao He, Fengyi Yuan
  submitted

• Quantitative Particle Approximation for Controlled Nonlinear Filtering
  Erhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhang
  submitted

• A comparison principle for Wasserstein PDEs with state-and law-dependent common noise
  Erhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhang
  submitted

• Mean-field games with rough common noise: the compactification approach
  Erhan Bayraktar, Xihao He, Xiang Yu, Fengyi Yuan
  Submitted

• Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
  Ibrahim Ekren, Xihao He, Tianxu Lan, Xiaolu Tan
  submitted

Accepted papers

• Graphon particle systems with common noise
  Erhan Bayraktar, Xihao He, Donghan Kim
  Bernoulli: to appear

• Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
  Erhan Bayraktar, Ibrahim Ekren, Xihao He, Xin Zhang
  Journal of Differential Equations 455, 113963.

• On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
  Xihao He
  Stochastic Processes and their Applications. 2025 May 14:104681.

• A mean-field version of Bank-El Karoui's representation of stochastic processes
  Xihao He, Xiaolu Tan, Jun Zou
  The Annals of Applied Probability. 2025 Oct;35(5):3334-77.

• An exit contract optimization problem
  Xihao He, Xiaolu Tan, Jun Zou
  ESAIM: Control, Optimisation and Calculus of Variations, 2023;29:82.