- Date: 14 May. (Thu.)
- Place: West Wing, 6th floor, Colloquium Room and on the Web (zoom)
- Time: 16:50-18:20
- Speaker : Alessio Rondelli ((University of Bologna)
- Title: McKean-Vlasov SDEs and particle systems: What, Why and How.
- Abstract:
McKean-Vlasov SDEs are a class of Stochastic Differential Equations
where the coefficients depend upon the marginals of the solution. Their
study is justified by their usefulness in modeling the evolution of
multi-agent systems using the mean-field approximation. Both classical
and modern techniques are presented for strong and weak well-posedness
and the concept of propagation of chaos gets explored.
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