Workshop on McKean-Vlasov SDEs and Related Topics
10-11 March 2022, University of Luxembourg
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PROGRAMME
ABSTRACTS
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