BIMSA > 控制理论和非线性滤波讨论班 The theory of SPDE with transport noise
The theory of SPDE with transport noise
组织者
丘成栋
演讲者
康家熠
时间
2023年10月06日 20:30 至 21:00
地点
Online
摘要
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.