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Workshop on McKean-Vlasov SDEs and Related Topics

10-11 March 2022, University of Luxembourg


THURSDAY, 10 MARCH
13:00-13:30 Registration & coffee
13:30-14:15 Catherine Larédo: Parametric inference for small variance McKean-Vlasov stochastic differential equations (I): Fixed time horizon
14:15-15:00 Valentine Genon-Catalot: Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
Coffee break
15:20-16:05 Mateusz B. Majka: Exponential ergodicity of McKean-Vlasov SDEs with Lévy noise
16:05-16:50 Eva Löcherbach: Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
FRIDAY, 11 MARCH
09:30-10:15 (MSA 4.350) Grigorios A. Pavliotis: On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
10:15-11:00 (MSA 4.350) Gonçalo dos Reis: Numerical methods for McKean-Vlasov equations. Particles, no particles, and the super-measure case
11:00-11:45 (MSA 4.350) Nikolas Kantas: Parameter estimation for the McKean-Vlasov stochastic differential equation
Lunch
13:15-14:00 Marc Hoffmann: Some statistical inference results for interacting particle models in a mean-field limit
14:00-14:45 Mark Podolskij: Semiparametric estimation of McKean-Vlasov SDEs
14:45-15:30 Shi-Yuan Zhou: A projection estimator for nonparametric drift inference of McKean-Vlasov equations