5 Giugno, 2024 15:00
Sezione di Probabilità e Statistica Matematica
McKean-Vlasov SPDEs
Martin Kolodziejczyk, Politecnico di Milano
Aula Seminari - III piano. Zoom: polimi-it.zoom.us/j/92358057734?pwd=dTNBNHZMQVFZVjgrQ0FJMXpOc3BEdz09
Abstract
We consider McKean-Vlasov Stochastic Partial Differential Equations with additive noise. We will focus on their well-posedness and long-time behaviour; showing that, under some assumptions on the spatial regularity of the noise, these SPDEs are well-posed and the semigroup resulting from them is strong Feller and irreducible.
This is based on joint work with L. Angeli, J. Barrè and M. Ottobre.