学术报告（胡耀忠 2024.7.7）
Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
发布人：姚璐
发布日期：2024-07-05
主题
Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
活动时间
-
活动地址
新数学楼415
主讲人
胡耀忠 教授（University of Alberta）
主持人
巫静 教授
摘要：In this talk, I will present a joint work with Mike Kouritzin and Jiayu Zheng about the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations under a weak Hormander condition. The approach relies on the a priori bounds for the density of the solution to time inhomogeneous diffusions. The time inhomogeneous Feynman-Kac formula is used to construct a contraction map for this degenerate system.
