Takashi Sato

Research Interests:

• (McKean-Vlasov) backward stochastic differential equations with quadratic drivers
• Stochastic control problems in weak formulation
• Mean-field game theory

Short CV:

• 10/2022 - : PhD student in Mathematics, Humboldt University of Berlin
• 04/2019 - 03/2022: MCs in Applied Mathematics, Osaka University
• 04/2017 - 03/2019: BCs in Applied Mathematics and Informatics, Osaka University

Publications:

• “Backward stochastic difference equations on lattices with application to market equilibrium analysis”; Journal of Applied Probability, pp. 1-27, 2025 (M. Fukasawa & J. Sekine)
• "Mean-field games with unbounded controls: a weak formulation approach to global solutions", preprint (U. Horst)

Talks:

• "Global Well-posedness of Non-Markovian Mean-Field Games of Control without Compactness: A Weak Formulation Approach"; Mean Field Games and Applications, Berlin, Jully 21-23, 2025