Speaker: Du Kai, researcher and doctoral supervisor at Shanghai Center for Mathematical Sciences, Fudan University

Date: October 25, 2022

Time: 18:00-19:00

Location: Zoom

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

Abstract:

This work obtains that, under a monotonicity condition, the invariant probability measure of a McKean-Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by distribution dependent or empirical measure dependent stochastic differential equations constructed from the equation for the McKean-Vlasov process. Convergence of empirical measures is characterized by upper bound estimates for their Wasserstein distance to the invariant measure. The theoretical results are demonstrated via a mean-field Ornstein-Uhlenbeck process.

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https://www.view.sdu.edu.cn/info/1020/170757.htm