McKean-Vlasov equations with common noise

14 maggio 2020
Versione stampabile

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Ore: 16.00 

Relatore:

  • Michele Coghi (TU Berlin)

Abstract:

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
Fokker-Plank equations.

Referente: Fabio Bagagiolo