10 citations · 37 across the 13 of their papers we have counts for
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math.PR2021
Stochastic Graphon Games: II. The Linear-Quadratic Case
Alexander Aurell, Rene Carmona, Mathieu Lauriere
In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each state being subject to idiosyncrat…
math.PR2019★ 5 cited
Backward propagation of chaos
Mathieu Laurière, Ludovic Tangpi
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as c…
math.PR2018
Penalization of non-smooth dynamical systems with noise : ergodicity and asymptotic formulae for threshold crossings probabilities
Mathieu Lauriere, Laurent Mertz
The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonli…