4 papers
On the long-time behavior of mean field game systems with a common noise
Pierre Cardaliaguet, Raphaël Maillet, Wenbin Yan
In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG…
A note on the Long-Time behaviour of Stochastic McKean-Vlasov Equations with common noise
Raphael Maillet
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on th…
Ergodicity of some stochastic Fokker-Planck equations with additive common noise
François Delarue, Etienne Tanré, Raphaël Maillet
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both…
Estimation of the invariant measure of a multidimensional diffusion from noisy observations
Raphaël Maillet, Grégoire Szymanski
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We con…