CCIMI Seminars
Tuesday, 12 March 2019, 14:00 at CMS, MR11 – This talk presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward stochastic interpolations, Lyapunov linearization techniques as well as spectral theory. This framework applies to a large class of stochastic …