Conditional McKean-Vlasov Equations
Organizer
Speaker
Zeju Sun
Time
Friday, November 24, 2023 9:00 PM - 9:30 PM
Venue
Online
Abstract
As a kind of stochastic differential equations arising in the large-system limit of mean-field games and particle systems with mean field interactions, McKean-Vlasov equations have received a great deal attention in the last several decades. In this talk, we will introduce the theory of conditional McKean-Vlasov equations and focus on the evolution of conditional measure flows and the stochastic partial differential equations corresponding to the McKean-Vlasov SDEs. Moreover, we would like to discuss the relationship and differences between McKean-Vlasov equations and the Kushner-Stratonovich equations in nonlinear filtering theory.