Speaker: Bao Jianhai, Professor, Center for Applied Mathematics, Tianjin University

Date: Mar 9, 2022

Time: 19:00

Location: Zoom ID: 472 475 3864

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences, Shandong University

Research Center for Nonlinear Expectation

Abstract:

In this talk, we investigate the existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability measures on a space of continuous functions. Unlike the existing literature, the monotonicity condition is no longer required. Furthermore, the sufficient conditions are even weaker than the associated results on invariant probability measures for functional SDEs without dependence on the law of the functional solution.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/162543.htm