3 papers
math.PR2026
Mean-field games with rough common noise: the linear-quadratic case
Peter K. Friz, Ioannis Gasteratos, Ulrich Horst +1
Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough…
math.PR2025
Stability of backward propagation of chaos
Antonis Papapantoleon, Alexandros Saplaouras, Stefanos Theodorakopoulos
The purpose of the present paper is to introduce and establish a notion of stability for the backward propagation of chaos with respect to (initial) data sets. Consider, for exampl…
math.PR2024
New proofs to measurable, predictable and optional section theorems
Stefanos Theodorakopoulos
In this paper we present new, short and elementary proofs of the famous projection and section theorems that are used in Stochastic Calculus.