Adrien Barrasso
- Controlled diffusion Mean Field Games with common noise, and McKean-Vlasov second order backward SDEs
2020/05/15 by Adrien Barrasso, Nizar Touzi, Barrasso, Adrien +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
- Martingale driven BSDEs, PDEs and other related deterministic problems
2017/07/25 by Adrien Barrasso, Francesco Russo, Barrasso, Adrien +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