1 citations · 1 across the 5 of their papers we have counts for
5 papers
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…
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…
Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs
Antonis Papapantoleon, Alexandros Saplaouras, Stefanos Theodorakopoulos
We consider backward stochastic differential equations (BSDEs) with mean-field and McKean-Vlasov interaction in their generators in a general setting, where the drivers are square-…
Some sharp lower bounds for the bipartite Turán number of theta graphs
Stefanos Theodorakopoulos
We expand Conlon's random algebraic construction to show that for any odd number exists a natural number (the same as Conlon's) such that $\operatorname{ex}(n^a,n,…
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.