Probabilistic theory of mean field games with applications I-II R Carmona, F Delarue Springer Nature, 2018 | 1100 | 2018 |

The master equation and the convergence problem in mean field games:(ams-201) P Cardaliaguet, F Delarue, JM Lasry, PL Lions Princeton University Press, 2019 | 599 | 2019 |

Probabilistic analysis of mean-field games R Carmona, F Delarue SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013 | 528 | 2013 |

Control of McKean–Vlasov dynamics versus mean field games R Carmona, F Delarue, A Lachapelle Mathematics and Financial Economics 7, 131-166, 2013 | 328 | 2013 |

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case F Delarue Stochastic processes and their applications 99 (2), 209-286, 2002 | 325 | 2002 |

Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics R Carmona, F Delarue The Annals of Probability, 2647-2700, 2015 | 322 | 2015 |

Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling R Carmona, F Delarue Springer, Cham, 2018 | 315 | 2018 |

Mean field games with common noise R Carmona, F Delarue, D Lacker | 296 | 2016 |

A forward–backward stochastic algorithm for quasi-linear PDEs F Delarue, S Menozzi | 206 | 2006 |

The master equation for large population equilibriums R Carmona, F Delarue Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 77-128, 2014 | 162 | 2014 |

Density estimates for a random noise propagating through a chain of differential equations F Delarue, S Menozzi Journal of functional analysis 259 (6), 1577-1630, 2010 | 161 | 2010 |

Mean field forward-backward stochastic differential equations R Carmona, F Delarue | 158 | 2013 |

Global solvability of a networked integrate-and-fire model of McKean–Vlasov type F Delarue, J Inglis, S Rubenthaler, E Tanré | 156 | 2015 |

A probabilistic approach to classical solutions of the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue arXiv preprint arXiv:1411.3009, 2014 | 133 | 2014 |

Particle systems with a singular mean-field self-excitation. Application to neuronal networks F Delarue, J Inglis, S Rubenthaler, E Tanré Stochastic Processes and their Applications 125 (6), 2451-2492, 2015 | 123 | 2015 |

From the master equation to mean field game limit theory: a central limit theorem F Delarue, D Lacker, K Ramanan | 105 | 2019 |

Mean field games and applications: Numerical aspects Y Achdou, P Cardaliaguet, F Delarue, A Porretta, F Santambrogio, ... Mean Field Games: Cetraro, Italy 2019, 249-307, 2020 | 97 | 2020 |

Mean field games of timing and models for bank runs R Carmona, F Delarue, D Lacker Applied Mathematics & Optimization 76, 217-260, 2017 | 91 | 2017 |

FROM THE MASTER EQUATION TO MEAN FIELD GAME LIMIT THEORY F Delarue, D Lacker, K Ramanan The Annals of Probability 48 (1), 211-263, 2020 | 83 | 2020 |

Weak existence and uniqueness for forward–backward SDEs F Delarue, G Guatteri Stochastic processes and their applications 116 (12), 1712-1742, 2006 | 83 | 2006 |