J. Chassagneux

activity

20122026

most citedA Probabilistic approach to classical solutions of the master equation for large population equilibria

73 citations · 279 across the 29 of their papers we have counts for

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math.PR2025

Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains

Marc Arnaudon, Jean-François Chassagneux, Sergey Nadtochiy +1

The purpose of this paper is twofold. First, we introduce the notion of a $Γ$ -martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R…

math.PR2025

A note on the $W_{2}$ -convergence rate of the empirical measure of an ergodic $R^{d}$ -valued diffusion

Jean-Francois Chassagneux, Gilles Pagès

In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution,…

Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains

A note on the W2​-convergence rate of the empirical measure of an ergodic Rd-valued diffusion

A note on the $W_{2}$ -convergence rate of the empirical measure of an ergodic $R^{d}$ -valued diffusion