Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition. - Saran Ahuja (SIAM J. Control. Optim., 2016)

Limit order trading with a mean reverting reference price. - Saran Ahuja; George Papanicolaou; Weiluo Ren; Tzu-Wei Yang (Risk Decis. Anal., 2017)

Asymptotic analysis of mean field games with small common noise. - Saran Ahuja; Weiluo Ren; Tzu-Wei Yang (Asymptot. Anal., 2018)