Pathwise Regularisation of McKean--Vlasov Equations
schedule le lundi 04 mai 2020 de 17h00 à 18h00
Organisé par : F. Bechtold, W. Da Silva , A. Fermanian, S. Has, Y. Yu
Intervenant : Avi Mayorcas (Oxford)
Lieu : online at https://bigbluebutton.math.upmc.fr/b/ade-phf-9dg
Sujet : Pathwise Regularisation of McKean--Vlasov Equations
In this talk I will present a work in preparation by myself and F. Harang (University of Oslo) where we consider a certain random perturbation of such singular kernels that yields well-posedness of the mean field equation and rigorous mean field limit results for the particle system. Our approach uses recent ideas from Cattier & Gubinelli ’16 (https://arxiv.org/pdf/1205.1735.pdf), Harang & Perkowski ’20 (https://arxiv.org/pdf/2003.05816.pdf) and Galeati & Gubinelli ’20 (https://arxiv.org/pdf/2004.00872.pdf) to obtain a path-wise regularisation of such equations, combined with the pathwsie approach to classical McKean-Vlasov equations presented by Friz et al ’19 (https://arxiv.org/pdf/1812.11773.pdf).
In the talk I will firstly, give a brief introduction to the theory of McKean-Vlasov/mean field problems in general as well as the path-wise regularisation results mentioned above. Then I will explain our new result for regularised particle systems.