Mckean-Vlasov Stochastic Differential Equations
A.Y. 2022/2023
Course offered to students on the PhD programme in
Visit the PhD website for the course schedule and other information
Lead instructor: Andrea Cosso
The aim of the course is to study stochastic differential equations of McKean-Vlasov type, discussing possible applications and interpretations. We then investigate their relation with partial differential equations in the Wasserstein space. To this end, we will introduce some results on Wasserstein spaces and suitable notions of derivative for functions of probability measures.
Probability and basics of stochastic calculus (quick reminders about those during the lectures).
Mandatory for students of the Phd programme in " Mathematical Sciences" at first year, 38th cycle
Mandatory for students of the Phd programme in " Mathematical Sciences" at first year, 38th cycle
Assessment methods
Esame
Assessment result
voto verbalizzato in trentesimi
How to enrol
Deadlines
The course enrolment deadline is usually the 27th day of the month prior to the start date.
How to enrol
- Access enrolment on PhD courses online service using your University login details
- Select the desired programme and click on Registration (Iscrizione) and then on Register (Iscriviti)
Ignore the option "Exam session date” that appears during the enrolment procedure.
Contacts
For help please contact [email protected]
Professor(s)
Reception:
Upon appointment by email
Department of Mathematics, via Saldini 50, office 1027 or on Microsoft Teams