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DTSTART:19700329T010000
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CATEGORIES:Probability
SUMMARY:Distribution dependent SDEs driven by additive con
 tinuous and fractional Brownian noise - Avi Mayorc
 as (Cambridge) 
DTSTART;TZID=Europe/London:20211026T140000
DTEND;TZID=Europe/London:20211026T150000
UID:TALK163441AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/163441
DESCRIPTION:In this talk I will present some recent joint work
  with L. Galeati & F. Harang\, in which we prove a
  variety of well-posedness results for McKean—Vlas
 ov equations driven by either additive continuous 
 or fractional Brownian noise. In the former case w
 e extend some of the recent results by Coghi\, Deu
 schel\, Friz & Maurelli to non-Lipschitz drifts\, 
 establishing separate criteria for existence and u
 niqueness and providing a small extension of known
  propagation of chaos results. Since our results i
 n this case also apply for zero noise they do cann
 ot make use of any regularisation effects\; in con
 trast\, for McKean—Vlasov equations driven by fBm 
 we extend the results of Catellier & Gubinelli for
  SDEs driven by fBm to the distribution dependent 
 setting. We are able to treat McKean—Vlasov equati
 ons with singular drifts provided the dynamics are
  driven by an additive fBm of suitably low Hurst p
 arameter.
LOCATION:MR12  Centre for Mathematical Sciences
CONTACT:HoD Secretary\, DPMMS
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