Date
Mon, 31 Jan 2022
Time
15:30 - 16:30
Location
L3
Speaker
AVI MAYORCAS
Organisation
University of Cambridge

Distribution dependent equations (or McKean—Vlasov equations) have found many applications to problems in physics, biology, economics, finance and computer science. Historically, equations with either Brownian noise or zero noise have received the most attention; many well known results can be found in the monographs by A. Sznitman and F. Golse. More recently, attention has been paid to distribution dependent equations driven by random continuous noise, in particular the recent works by M. Coghi, J-D. Deuschel, P. Friz & M. Maurelli, with applications to battery modelling. Furthermore, the phenomenon of regularisation by noise has received new attention following the works of D. Davie and M. Gubinelli & R. Catellier using techniques of averaging along rough trajectories. Building on these ideas I will present recent joint work with L. Galeati and F. Harang concerning well-posedness and stability results for distribution dependent equations driven first by merely continuous noise and secondly driven by fractional Brownian motion.

 

Please contact us with feedback and comments about this page. Last updated on 03 Apr 2022 01:32.