This seminar will be presented in hybrid mode. The speaker will deliver his talk in person.
Title: Controlled mean-field flows with state constraints
Abstract: This talk focuses on controlled stochastic flows with mean-field dynamics complying with (closed) state restrictions. This property known as (near)-viability is characterized using quasi-tangency methods. Law restrictions and mixed state-law restrictions are considered as is the interplay between the two classes. In addition to the theoretical issues, specific applications to comparison in the convex order and/or normality will be presented (depending on the time).
Acknowledgment : This is a joint work with Rainer Buckdahn (Univ. Bretagne Occidentale, France) and Juan Li (Univ. Shandong, Weihai, China).
The talk will be followed by refreshments in the Huxley Common Room at 4pm.