Wednesday, June 30, 2021 - 14:00 in ZOOM - Video Conference

Equilibria of nonlinear distorted Brownian motions

A talk in the Bielefeld Stochastic Afternoon series by
Michael Röckner from Bielefeld University

Abstract:

Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password. This talk will review the connection of nonlinear Fokker-Planck-Kolmogorov (FPK) equations and McKean-Vlasov SDEs, with special emphasis on the case where the coeffcients depend Nemytskii-type on the time marginal laws. A class of examples are nonlinear distorted Brownian motions. Recent results on their asymptotic behaviour, obtained through their corresponding nonlinear FPK equations, will be presented.

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