The theory of SPDE with transport noise
Organizer
Speaker
Time
Friday, October 6, 2023 8:30 PM - 9:00 PM
Venue
Online
Abstract
The mean field limit is widely used to derive macroscopic PDEs from large systems of interacting particles, as a useful method to reduce the complexity of systems. It is often natural to consider particle systems subjected to random perturbations, mainly by independent Brownian motions. In this report, I will introduction several facts of SPDE, especially the SPDE with transport noise.