8 citations · 10 across the 10 of their papers we have counts for
16 papers
A comparison principle for semilinear Hamilton-Jacobi-Bellman equations in the Wasserstein space
Samuel Daudin, Benjamin Seeger
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves…
Linear and nonlinear transport equations with coordinate-wise increasing velocity fields
Pierre-Louis Lions, Benjamin Seeger
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase i…
Transport equations and flows with one-sided Lipschitz velocity fields
Pierre-Louis Lions, Benjamin Seeger
We study first- and second-order linear transport equations, as well as ODE and SDE flows, with velocity fields satisfying a one-sided Lipschitz condition. Depending on the time di…
Mean field games with common noise and degenerate idiosyncratic noise
Pierre Cardaliaguet, Benjamin Seeger, Panagiotis Souganidis
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic…
The Neumann problem for fully nonlinear SPDE
Paul Gassiat, Benjamin Seeger
We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set o…
Besov rough path analysis
Peter Friz, Benjamin Seeger
Rough path analysis is developed in the full Besov scale. This extends, and essentially concludes, an investigation started by [Prömel--Trabs, Rough differential equations driven b…