McKean-Vlasov equations with common noise
Università degli Studi Trento
38123 Povo (TN)
Tel +39 04 61/281508-1625-1701-3898-1980.
dept.math [at] unitn.it
Venue: The event will take place online through the ZOOM platform. To get the access codes please contact the secretary office (dept.math [at] unitn.it).
- Michele Coghi (TU Berlin)
We introduce the theory of mean-field interacting particle systems and
the derived McKean-Vlasov equations.
Prompted by concrete applications in lithium-battery modelling, we take
a path wise approach to the McKean-Vlasov theory and give glimpse of the
results that can be obtained, such as: law of large numbers, convergence
without exchangeability assumption, jump noise, reflecting boundaries,
large deviations and fluctuations.
We focus our interest in a model with common noise. After giving a short
introduction to the theory of rough-paths, we study the well-posedness
of McKean-Vlasov equations with rough common noise and related
Contact person: Fabio Bagagiolo