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SUMMARY:Avi Mayorcas (Oxford)
DTSTART:20210617T093000Z
DTEND:20210617T101500Z
DTSTAMP:20260423T040410Z
UID:YRbGSA/8
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/YRbGSA/8/">D
 istribution dependent SDEs driven by additive continuous and fractional Br
 ownian noise</a>\nby Avi Mayorcas (Oxford) as part of Young Researchers be
 tween Geometry and Stochastic Analysis 2021\n\n\nAbstract\nDistribution de
 pendent SDEs (or McKean—Vlasov equations) are important from both the po
 int of view of mathematical analysis and applications\; in the case of Bro
 wnian noise they are closely related to nonlinear parabolic PDEs.\n\nIn th
 is 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—Vlaso
 v equations driven by either additive continuous or fractional Brownian no
 ise. In the former case we extend some of the recent results by Coghi\, De
 uschel\, Friz & Maurelli to non-Lipschitz drifts\, establishing separate c
 riteria for existence and uniqueness and providing a small extension of kn
 own propagation of chaos results. However\, since our results in this case
  also apply for zero noise they do cannot make use of any regularisation e
 ffects\; in contrast\, for McKean—Vlasov equations driven by fBm we exte
 nd the results of Catellier & Gubinelli for SDEs driven by fBm to the dist
 ribution dependent setting. We are able to treat McKean—Vlasov equations
  with singular drifts provided the dynamics are driven by an additive fBm 
 of suitably low Hurst parameter.\n
LOCATION:https://researchseminars.org/talk/YRbGSA/8/
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