Ομιλητής : κ. Στέφανος Θεοδωρακόπουλος.
Μέρος, ώρα : Παρασκευή 31.05.2024, στις 13:00 στην αίθουσα Σεμιναρίων του Τομέα Μαθηματικών ΣΕΜΦΕ, κτ. Ε ‘, 2ος όροφος.
Τίτλος : “Θέματα σε οπισθόδρομες στοχαστικές διαφορικές εξισώσεις τύπου μέσου πεδίου και McKean-Vlasov, και οπισθόδρομη διάδοση του χάους (Topics on mean-field and McKean-Vlasov backward stochastic differential equations, and the backward propagation of chaos).”
Περίληψη : “First we shall present a version of the McKean-Vlasov and mean-field BSDEs in a general setting, and the notion of backward propagation of chaos. We will then discuss some of the technical difficulties that had to be overcome in order to establish the limit theorems and see some of their immediate corollaries and rates of convergence. Finally, we will introduce the concept of stability with respect to the data for the backward propagation of chaos, and state the intermediate results that allowed us to prove its validity under a natural framework.”