Wednesday, May 10, 2023 - 15:15 in V3-201 + Zoom
Pathwise and weak propagation of chaos results related to McKean-Vlasov dynamics with controlled interaction kernel.
A talk in the Bielefeld Stochastic Afternoon series by
Jean-Francois Jabir from HSE University
| Abstract: |
This talk will discuss pathwise propagation of chaos results for the particle approximation of a general class of Brownian driven McKean-Vlasov models where the non-linearity is concentrated in the derive function. While entropic methods will be briefly reviewed, the talk will focus on deriving quantitative rate of convergence from a straightforward Girsanov transformation whenever the interaction kernel is "well-controlled". This technique fairly extends to Langevin-type dynamics as well as reflected situations, and provides further, and straightforwardly, local-in-time weak propagation of chaos.
Within the CRC this talk is associated to the project(s): B1 |
Back
