'Nonlilnear L\'evy Processes and Interacting Particles'.

'Nonlilnear L\'evy Processes and Interacting Particles'.

Mon, 23/05/2011
14:15 		Vassili Kolokoltsov (ETH Zurich) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
'Nonlilnear Lévy Processes and Interacting Particles'.
I will introduce the notion of a nonlinear Levy process, discuss basic well-posednes, SDE links and the connection with interacting particles. The talk is aimed to be an introduction to the topic of my recent CUP monograph 'Nonllinear Markov processes and kinetic equations'.