Seminario del 2024

Marzo
20
2024
Stephane Menozzi
On some well-posedness and propagation of chaos results for McKean Vlasov SDEs with singular interaction kernels
nell'ambito della serie: STOCHASTICS AND APPLICATIONS - 2024
probabilità
We will discuss some recent results concerning weak and strong well-posedness of nonlinear stable driven SDEs with convolution interaction kernel, where the kernel belongs to a suitable Besov space. We will in particular characterize how singular the kernel can be in function of the stability index of the driving noise. In connection with some concrete models, some convergence rates for an approximating particle system will be discussed.
organizzato da: Stefano Pagliarani
nell'ambito del Progetto P.R.I.N. PRIN2022_PASCUCCI CUP J53D23003800006 del prof. Andrea Pascucci

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