Probability & Statistics Seminar

Well-posedness and Asymptotics of Mckean-Vlasov SPDE

  • Speaker: Wei Liu(Jiangsu Normal University)

  • Time: May 17, 2024, 16:00-17:00

  • Location: Room M4009, College of Science Building

Abstract

In this talk we mainly present some well-posedness and asymptotic results for a class of Mckean-Vlasov SPDEs and multi-scale stochastic systems, in particular, we show the averaging principle, large deviations principle and central limit type theorem for multiscale SPDEs and MVS(P)DEs.