Mauro Rosestolato
Finance · 2020–2021
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it
- Economics and Econometrics — 12 citations into it
- Applied Mathematics — 10 citations into it
- Geometry and Topology — 6 citations into it
Whom Mauro Rosestolato trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Mauro Rosestolato's perspective
Ordered by how strongly the researchers Mauro Rosestolato trusts endorse each paper. Same corpus, a different order for every researcher.
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures
- Mean-field stochastic differential equations and associated PDEs
- The Master Equation and the Convergence Problem in Mean Field Games
- Mean field games
- The Master equation in mean field theory
- Optimal Transport: Old and New
- User’s guide to viscosity solutions of second order partial differential equations
- On a class of first order Hamilton–Jacobi equations in metric spaces
- Metric viscosity solutions of Hamilton–Jacobi equations depending on local slopes
Their papers
- Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension (2020) — 49 citations
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2021) — 70 citations