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We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach relies on a time discretization of the control problem via n-person games, which are characterized via the maximum principle using backward stochastic differential equations. The existence of equilibria is proved by applying weak convergence arguments to the solutions of n-person games. A numerical implementation is provided by approximating n-person games using finite Markov chains. [ABSTRACT FROM AUTHOR]

In this paper we provide a Monte Carlo algorithm for the density estimation of functionals of spatial point processes on Lipschitz domains with random marks, using the Malliavin calculus. Our method allows us to explicitly compute the Malliavin weight and is applied to density estimation of the interference in a wireless ad hoc network model. This extends and makes more precise, and under stronger assumptions, some recent results of Privault and Wei [J. Appl. Probab., 44 (2007), pp. 806-823], who dealt with the particular case of the half-line. [ABSTRACT FROM AUTHOR]