Dr. Chenchen Mou received his bachelor's degree in math, actuarial science and risk management, from Jilin University, China, in 2009. He received master's degree in mathematics from Jilin University, China, in 2011. He received his PhD in mathematics from Georgia Institute of Technology, USA, in 2016. Before joining City University of Hong Kong in 2020, he worked as an assistant adjunct professor at UCLA.

Research Interests

• Mean Field Games
• Stochastic Controls and Games
• Mathematical Finance
• Elliptic and Parabolic PDEs
• Stochastic Analysis

Selected Publications

• • Mou, C.; Zhang, J.Mean field game master equations with anti-monotonicity conditions.preprint (2022), arXiv:2201.10762, 27pp.
  • Mou, C.; Yang, X.; Zhou, C.Numerical methods for mean field games based on Gaussian processes and Fourier features. accepted in the J. Comput. Phys., 38pp.
  • Mezaros, A.; Mou, C.Mean field games system under displacement monotonicity.preprint (2021), arXiv:2109.06687, 18pp.
  • Mou, C.; Zhang, W.; Zhou, C.Robust exploratory mean-variance problem with drift uncertainty.preprint (2021), arXiv:2108.04100, 27pp.
  • Gangbo, W.; Meszaros, A.; Mou, C.; Zhang, J.Mean field games master equations with non-separable Hamiltonians and displacement monotonicity.accepted in the Ann. Probab., 38pp.
  • Mou, C.; Zhang, J.Wellposedness of second order master equations for mean field games with nonsmooth data.accepted in the Memoirs of the AMS, 108pp.
  • Gong, R.; Mou, C.; Swiech, A.Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations.Ann. Appl. Probab. 29 (2019), no. 6, 3271–3310.
  • Gangbo, W.; Li, W.; Mou, C.Geodesics of minimal length in the set of probability measures on graphs.ESAIM Control Optim. Calc. Var. 25 (2019), Paper No. 78, 36 pp.
  • Guillen, N.; Mou, C.; Swiech, A.Coupling Lévy measures and comparison principles for viscosity solutions.Trans. Amer. Math. Soc. 372 (2019), no. 10, 7327–7370.
  • Mou, C.Existence of Cα solutions to integro-PDEs.Calc. Var. Partial Differential Equations 58 (2019), no. 4, Paper No. 143, 28 pp.
  • Mou, C.Perron's method for nonlocal fully nonlinear equations.Anal. PDE 10 (2017), no. 5, 1227–1254.
  • Mou, C.Semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in ℝn.Indiana Univ. Math. J. 65 (2016), no. 6, 1891–1920.
  • Mou, C.; Yi, Y.Interior regularity for regional fractional Laplacian.Comm. Math. Phys. 340 (2015), no. 1, 233–251.

Last update date : 01 Apr 2022