Thursday, July 2, 2020 - 12:30 in ZOOM - Video Conference
Gradient bounds for solutions of nonlocal PDEs of McKean-Vlasov type
A talk in the Cluster Group Stochastic Analysis series by
Xiliang Fan from Bielefeld
| Abstract: |
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
We study gradient estimates for certain nonlocal quasilinear PDEs of McKean-Vlasov type.
Such gradient estimates with respect to space and measure are obtained through an analogue of Bismut-type derivative formulas for associated backward SDEs and Kusuoka-Stroock processes, respectively.
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