报告问题 (Title)：Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients（奇异系数的McKean–Vlasov随机微分方程的预计）

报告人 (Speaker)： 黄兴 副教授（天津大学）

报告时间 (Time)：2022年6月11日 (周六) 15:00-17:00

报告所在 (Place)：腾讯聚会（聚会号：188-247-836 无密码）

约请人(Inviter)：阳芬芬

主理部分：理学院数学系

报告摘要：The goal of this paper is to approximate two kinds of McKean–Vlasov stochastic differential equations (SDEs) with irregular coefficients via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler–Maruyama scheme associated with the consequent weakly interacting particle systems are investigated for McKean–Vlasov SDEs, where (1) the diffusion terms are H?lder continuous by taking advantage of Yamada–Watanabe’s approximation approach and (2) the drifts are H?lder continuous by freezing distributions followed by invoking Zvonkin’s transformation trick.