Thursday, July 6, 2023 - 12:00 in ZOOM - Video Conference
McKean-Vlasov SDEs with singular drifts
A talk in the Cluster Group Stochastic Analysis series by
Zimo Hao
| Abstract: |
This thesis is mainly concentrated on the McKean-Vlasov stochastic differential equations (also called distributional dependent stochastic differential equations) with singular drifts driven by Brownian motion. More specifically, we consider the following four aspects of it: (i)The existence of strong solution and pathwise uniqueness. (ii) Propagation of chaos. (iii) Averaging principle. (iv) Euler-Maruyama approximation.
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