I take it that you're using the phrase "under the influence" in a general sense, rather than its drink/drugs sense! In that case, there are certainly links between the American Abstract Expressionists - especially Jackson Pollock - and Jazz music. I don't know about Picasso's taste in music, but he designed scenery for ballets by Stravinsky, and they are each key players in the 20th century Modernism. Raoul Dufy painted many canvases with musical motifs, including names of classical composers, such as Mozart. Matisse played the violin, andf included the instrument in several of his paintings. Kandinsky famously based his theories of abstract art on the concept of music. Is that enough to be going on with? Good Luck.