Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (7 Febbraio) in aula 2BC60 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Paul Nikolaev (Università di Padova)
Title: Mean Field Limit for Stochastic Particle Systems With and Without Common Noise: An Analysis of Singular Interactions
Date: February 7, 2025, at 14:00, room 2BC60
Abstract: We investigate systems driven by idiosyncratic noise, as well as those influenced by both idiosyncratic and common noise, the latter being particularly relevant in fields such as biology and finance. For both types of systems, we establish mean-field limit results. Our primary objective is to address interaction kernels with low regularity, thereby extending the classical Lipschitz framework. This includes applications to attractive Keller–Segel models, opinion dynamics, and general sub-Coulomb-type kernels. Our approach utilizes techniques from PDE's, such as relative entropy methods. The overarching goal is to provide a comprehensive overview of the recently developed methods that effectively address singular kernels.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin