Speaker: Xie Longjie, Professor, Jiangsu Normal University

Date: June 2, 2023

Time: 10:00-11:00

Location: Tencent Meeting

Sponsor: School of Mathematics, Shandong University

Abstract:

We derive the optimal regularity for the solution of the Kolmogorov equation with respect to both the time-space variables and the measure variable. As an application, we prove the strong convergence of the averaging principle for multi-scale McKean-Vlasov stochastic differential equation with irregular coefficients. Rate of convergence is also obtained.

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https://www.view.sdu.edu.cn/info/1020/180529.htm