Barrasso, Adrien

1. Controlled diffusion Mean Field Games with common noise, and McKean-Vlasov second order backward SDEs
   2020/05/15 by Adrien Barrasso, Barrasso, Adrien, Nizar Touzi +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60H10 #60H30 #91A15 #93E03 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
2. Martingale driven BSDEs, PDEs and other related deterministic problems
   2017/07/25 by Adrien Barrasso, Barrasso, Adrien, Francesco Russo +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
3. A note on time-dependent additive functionals
   2017/08/17 by Barrasso, Adrien, Russo, Francesco · 1 citation
   #FOS: Mathematics #Probability (math.PR)