Dear colleagues,
We are happy to announce the following online talk:
Speaker: Mario Maurelli(Università di Pisa).
Title: A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries.
Abstract: We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated meanfield interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection non local. We show path-wise well-posedness for the McKean-Vlasov SDE and convergence for the particle system in the limit of large particle number. Joint work with Michele Coghi, Wolfgang Dreyer, Peter K. Friz, Paul Gajewski, Clemens Guhlke.
Date and time: Tuesday December 13, 17:30-18:30 (Rome time zone)
Link:
Entra nella riunione in Zoom https://polimi-it.zoom.us/j/92900386273?pwd=dG1xTUtsN0JpaFl2TWlzRTJ1a0lBZz09
ID riunione: 929 0038 6273 Passcode: 638099
This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico.
Participation is free and welcome!
Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)