报告题目：Well-Posedness for Singular McKean-Vlasov Stochastic Differential Equations

主 讲 人：黄兴

单 位：天津大学应用数学中心

时 间：5月29日16:00

地 点：公司北研教室

摘 要：

By using Zvonkin's transform and the heat kernel parameter expansion with respect to a frozen SDE, the well-posedness is proved for a McKean-Vlasov SDE with distribution dependent noise and singular drift, where the drift may be discontinuous in both weak topology and total variation distance, and up to the multiplication of a linear growth term in distribution, it is bounded by the sum of a bounded term and a space-time integrable term. This extends existing results derived in the literature for distribution independent noise or time-space integrable drift.

简 介：

黄兴，博士，任职于天津大学应用数学中心，主要从事（系数依赖于分布的）随机微分方程、随机泛函微分方程的的研究。研究工作发表于《J. Differential Equations》,《Stochastic Process. Appl.》,《Discrete Contin. Dyn. Syst.》,《Nonlinear Anal.》,《Electron. J. Probab.》等国内外期刊。