Séminaire de Probabilités commun ICJ/UMPA

Generators of measure-valued diffusions and convergence speed for mean field models

par Xavier Erny (Télécom SudParis)

Europe/Paris
Fokko du Cloux (ICJ)

Fokko du Cloux

ICJ

Description

The aim of this presentation is to introduce methods for characterizing the law of measure-valued Markov processes (empirical measures of particle systems and conditional laws of McKean-Vlasov–type equations) through their generators. We will use these results to obtain explicit convergence rates in distribution for mean field models.