Mao Fabrice Djete

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20192026

most citedLarge population games with interactions through controls and common noise: convergence results and equivalence between

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controls

15 citations · 19 across the 9 of their papers we have counts for

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Showing 2026 · math.PRShow all

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math.PR2026

A McKean--Vlasov semigroup and its application to a martingale representation problem

Mao Fabrice Djete, Mattia Martini

We introduce a McKean--Vlasov semigroup in the presence of common noise and study its first-order differential structure. Given a terminal functional $G$ , the semigroup is defined…