- 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.
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.
日本語
English