activity
20212026
most citedFrom finite population optimal stopping to mean field optimal stopping

4 citations · 8 across the 9 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

math.PR2024

Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach

Assil Fadle, Mehdi Talbi, Nizar Touzi

We provide a general Itō\,-Wentzell formula for a random field of maps on the Wasserstein space of probability measures, defined by continuous semimartingales, and evaluated along…