Séminaire de Probabilités commun ICJ/UMPA
Generators of measure-valued diffusions and convergence speed for mean field models
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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.