Wednesday, January 28, 2026 - 15:00 in V3-201+Zoom
The Leibenson process as a strong solution to its associated McKean--Vlasov SDE
A talk in the Bielefeld Stochastic Afternoon series by
Sebastian Grube
| Abstract: |
This talk continues the talk by Marco Rehmeier, which is based on a joint work together with Viorel Barbu and Michael Röckner.
The Leibenson process, a nonlinear Markov process, is constructed from the path laws of probabilistically weak solutions to certain McKean--Vlasov SDEs.
Despite the low regularity of the coefficients of these highly degenerate McKean--Vlasov SDEs, we can show that the weak solutions underlying the Leibenson process are, in fact, strong solutions.
As a special case, we show that the $p$-Brownian motion is a strong solution to its associated McKean--Vlasov SDE.
Within the CRC this talk is associated to the project(s): B1 |
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