Jean-François Chassagneux

Finance · 2008–2019

A researcher in the Science corpus: 8 papers; trusts 40 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 107 citations into it; #1,987 of 10,518 by trust here, #4,165 by citations
• Economics and Econometrics — 42 citations into it
• Demography — 32 citations into it; #1,178 of 4,236 by trust here, #3,835 by citations
• Applied Mathematics — 22 citations into it; #6,169 of 7,620 by trust here, #5,443 by citations
• Mathematical Physics — 18 citations into it; #4,988 of 8,562 by trust here, #5,088 by citations
• Management Science and Operations Research — 15 citations into it; #7,598 of 11,946 by trust here, #10,893 by citations
• Modeling and Simulation — 14 citations into it; #712 of 2,105 by trust here, #1,337 by citations
• Computational Theory and Mathematics — 11 citations into it

Whom Jean-François Chassagneux trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. François Delarue
2. Jianfeng Zhang
3. René A. Carmona
4. Bruno Bouchard
5. Emmanuel Gobet
6. Jean-Michel Lasry
7. Franccois Delarue
8. Jin Ma
9. Yves Achdou
10. Brian D. Storey

Who trusts Jean-François Chassagneux overall

1. Martin Hutzenthaler
2. Wilfrid Gangbo
3. Pierre Cardaliaguet
4. Arnulf Jentzen
5. P. C. D. Raynal
6. W. E
7. Daniel Lacker
8. Christian Beck
9. Alpár R. Mészáros
10. Erhan Bayraktar

Papers from Jean-François Chassagneux's perspective

Ordered by how strongly the researchers Jean-François Chassagneux trusts endorse each paper. Same corpus, a different order for every researcher.

1. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
2. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
3. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
4. Forward-Backward Stochastic Differential Equations and their Applications
5. A probabilistic weak formulation of mean field games and applications
6. Existence of a solution to an equation arising from the theory of Mean Field Games
7. Optimal Transport: Old and New
8. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
9. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
10. A numerical scheme for BSDEs

Their papers

• Discrete-time approximation for continuously and discretely reflected BSDEs (2008) — 72 citations
• RUNGE-KUTTA SCHEMES FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (2014) — 66 citations
• Weak quantitative propagation of chaos via differential calculus on the space of measures (2019) — 58 citations
• Numerical method for FBSDEs of McKean–Vlasov type (2017) — 64 citations
• CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA (2014) — 47 citations
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (2014) — 160 citations
• Numerical simulation of quadratic BSDEs (2013) — 65 citations
• A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (2011) — 59 citations