Wednesday, November 10, 2021 - 15:00 in V3-201 + Zoom
Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type
A talk in the Bielefeld Stochastic Afternoon series by
Sebastian Grube from Bielefeld University
| Abstract: |
This talk can be joined in the common room (V3-201) or via Zoom (for details email stochana(at)math.uni-bielefeld.de).
Abstract: We show a restricted pathwise uniqueness result for a class of McKean–Vlasov stochastic differential equations with drift and diffusion coefficient depending on the density of the solution’s time-marginal laws in a Nemytskii-type of way. In addition, we show the existence of a strong solution to this equation via a restricted Yamada–Watanabe theorem.
Within the CRC this talk is associated to the project(s): A5, B1 |
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