STAR seminar: Julian Tugaut

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The webinars will take place on Zoom and a link to the virtual room will be sent out to all those who registered at the registration page.

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Speaker: Julian Tugaut (Université Jean Monnet, Saint-Etienne)

Title: Exit-problem for Self-Stabilizing Diffusions

Abstract: In this talk, we will mainly be focused on the exit-problem (exit-time and exit-location) for McKean-Vlasov diffusions of self-stabilizing form. First, I will present the questions related to the exit-problem. Then, I will give some classical results about the exit-time namely Kramers'type law, by using Freidlin-Wentzell theory. In the second part of the talk, I will introduce the self-stabilizing processes by the mean-field system of interacting particles. Then, I will give classical results when the potentials (confining and interacting) are both convexes. Also, I will present some results when the external force corresponds to a non-convex confining potential. The last part of the talk will deal with the exit-time for the McKean-Vlasov diffusion: first case when both potentials are convexes and second case (more challenging) when we do not assume uniform convexity property.

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This series of webinars addresses all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects STORM, SCROLLER, and SPATUS

Published Oct. 7, 2021 11:45 AM - Last modified Nov. 1, 2021 3:04 PM