RUS  ENG
Full version
SEMINARS

Scientific seminar on the differential and functional differential equations
October 22, 2024 12:00, Moscow, st. Ordzhonikidze 3, room. 458


Review of the theory of stochastic McKean-Vlasov equations

A. Yu. Veretennikov

Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow


https://www.youtube.com/watch?v=StaGxwzhaRI

Abstract: The talk will present both basic concepts and recent results on the McKean-Vlasov equations obtained by the speaker and other researchers. These include theorems on the existence of weak and strong (in the sense of stochastic analysis) solutions and on the weak and strong uniqueness of such equations, as well as the general concept of "chaos expansion". Some unsolved issues will be mentioned.


© Steklov Math. Inst. of RAS, 2025