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Abstracts > Hernández Daniel

McKean-Vlasov Differential Equations with Common Poissonian Noise
Daniel Hernández  1@  
1 : Daniel Hernández  -  Website

 In this talk, we analyse the behaviour of a large population under the influence of two types of noise, specifically the best-known ones: Brownian noise and Poisson noise. We examine the asymptotic limit as the population size increases, analysing the limiting system, its existence and its main properties. This limit process is referred to in the literature as ‘propagation of chaos' and is inspired by microscopic models in thermodynamics and statistical mechanics. M. Kac pioneered the development of a rigorous formulation for the study of large systems of interacting particles. Based in joint work with J. Riclade-Guerrero.


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