1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2020
Controlled diffusion Mean Field Games with common noise, and McKean-Vlasov second order backward SDEs
Adrien Barrasso, Nizar Touzi
We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity condition…
math.PR2019
G{â}teaux type path-dependent PDEs and BSDEs with Gaussian forward processes
Adrien Barrasso, Francesco Russo
We are interested in path-dependent semilinear PDEs, where the derivatives are of G{â}teaux type in specific directions k and b, being the kernel functions of a Volterra Gaussian p…
math.PR2017★ 1 cited
A note on time-dependent additive functionals
Adrien Barrasso, Francesco Russo
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It…