Mattia Martini

collaborators

2 papers

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…

math.PR2026

Mean convergence rates for Gaussian-smoothed Wasserstein distances and classical Wasserstein distances

Andrea Cosso, Mattia Martini, Laura Perelli

We establish upper bounds for the expected $p$ -th power of the Gaussian-smoothed $p$ -Wasserstein distance between a probability measure $I^¼$ and the corresponding empirical measure…