ZCZhongyuan Cao's Homepage

Publications

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Journal articles

  1. Markovian equilibria of stochastic graphon games with jumps

    With Hamed Amini and Agnès Sulem

    Pure and Applied Functional Analysis, forthcoming

  2. Stochastic graphon mean field games with jumps and approximate Nash equilibria

    With Hamed Amini and Agnès Sulem

    SIAM Journal on Control and Optimization, 64(3):1859–1888, 2026

  3. Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures

    With Hamed Amini and Agnès Sulem

    Finance and Stochastics, 29(4):1139–1194, 2025

  4. Central limit theorems for price-mediated contagion in stochastic financial networks

    With Hamed Amini and Agnès Sulem

    SIAM Journal on Financial Mathematics, 16(3):1058–1103, 2025

  5. Fire sales, default cascades and complex financial networks

    With Hamed Amini and Agnès Sulem

    Mathematics and Financial Economics, 2025

  6. Limit theorems for default contagion and systemic risk

    With Hamed Amini and Agnès Sulem

    Mathematics of Operations Research, 49(4):2652–2683, 2024

Conference publications

  1. Default cascade processes in stochastic financial networks

    With Hamed Amini and Agnès Sulem

    ICAIF ’23, pp. 227–234, 2023

  2. Scalable method for mean field control with kernel interactions via random Fourier features

    With Kaustav Das, Nicolas Langrené, and Mathieu Laurière

    23rd IFAC World Congress, forthcoming

Preprints

  1. Extended Graphon Mean-Field Games in Discrete Time

    With Hamed Amini, Gökçe Dayanıklı, Mathieu Laurière, Kexin Shao, and Agnès Sulem

    arXiv preprint, 2026

  2. Long-time behavior and turnpike properties of linear-quadratic graphon mean field control problems

    With Erhan Bayraktar and Jiamin Jian

    arXiv preprint, 2026

  3. Ruin probabilities for risk processes in stochastic networks

    With Hamed Amini, Andreea Minca, and Agnès Sulem

    Revision at Finance and Stochastics, 2023

  4. Probabilistic analysis of graphon mean field control

    With Mathieu Laurière

    arXiv preprint, 2025

  5. Extended mean field control games with moment interactions: General framework and linear-quadratic model

    With Mathieu Laurière, Shi Andrew, and Yang Jiefei

    Submitted to the 65th IEEE Conference on Decision and Control, 2026