Conditional McKean-Vlasov Equations
组织者
演讲者
孙泽钜
时间
2023年11月24日 21:00 至 21:30
地点
Online
摘要
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.