BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Distribution dependent SDEs driven by additive continuous and frac
 tional Brownian noise - Avi Mayorcas (Cambridge) 
DTSTART:20211026T130000Z
DTEND:20211026T140000Z
UID:TALK163441@talks.cam.ac.uk
CONTACT:HoD Secretary\, DPMMS
DESCRIPTION:In this talk I will present some recent joint work with L. Gal
 eati & F. Harang\, in which we prove a variety of well-posedness results f
 or McKean—Vlasov equations driven by either additive continuous or fract
 ional Brownian noise. In the former case we extend some of the recent resu
 lts by Coghi\, Deuschel\, Friz & Maurelli to non-Lipschitz drifts\, establ
 ishing separate criteria for existence and uniqueness and providing a smal
 l extension of known propagation of chaos results. Since our results in th
 is case also apply for zero noise they do cannot make use of any regularis
 ation effects\; in contrast\, for McKean—Vlasov equations driven by fBm 
 we extend the results of Catellier & Gubinelli for SDEs driven by fBm to t
 he distribution dependent setting. We are able to treat McKean—Vlasov eq
 uations with singular drifts provided the dynamics are driven by an additi
 ve fBm of suitably low Hurst parameter.
LOCATION:MR12  Centre for Mathematical Sciences
END:VEVENT
END:VCALENDAR