Wednesday, October 19, 2022 - 16:30 in V3-201 + Zoom
Markov property of weak solutions to McKean-Vlasov SDEs
A talk in the Bielefeld Stochastic Afternoon series by
Michael Röckner
| Abstract: |
In this talk we shall present a general method to show that the laws of
the weak solution to a McKean-Vlasov SDE form a (nonlinear) Markov
process. Examples include McKean-Vlasov SDEs whose associated
nonlinear Fokker-Planck equations is a porous media equation perturbed
by the divergence of a vector field depending nonlinearly on the solution,
where both the diffusivity function and the vector field are allowed to
depend explicitly on the spatial variable.
Within the CRC this talk is associated to the project(s): A5, B1 |
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