Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	Feng-Yu Wang, Tianjin University
Inviter:
Title:	McKean - Vlasov SDEs
Time & Venue:	2019.09.18 14:30-15;09/19/20/21 9:30-10:30; 09/19 10:45-11:45 N224
Abstract:	The mini course consists of three parts. In the first part we introduce some recent progress on functional inequalities for measure-valued diffusion processes associated with Dirichlet forms induced by the intrinsic and extrinsic derivatives and several different references probability measures. In the second part, we construct diffusion process on the Wasserstein space generated seance-order differential operators in the intrinsic derivative, and investigate the ergodicity and applications to PDEs on the Wasserstein space. In the last part, we introduce Harnack inequalities and the intrinsic derivative formulas for distribution-dependent (or McKean-Vlasov) SDEs.