Mini Course 'Particle and Related Methods' by Denis Belomestny

On May 27 - June 2, Denis Belomestny, Leading Research Fellow at the Laboratory of Stochastic Analysis and its Applications, Professor at the University of Duisburg - Essen delivered a series of lectures on 'Particle and Related Methods'.

Topics:

Lecture 1-2.  PARTICLE AND RELATED METHODS FOR CONDITIONAL MCKEAN–VLASOV EQUATIONS 

• Conditional McKean-Vlasov equations
• Particle methods
• Applications in Physics

Lecture 3-4.  RATE OF CONVERGENCE OF A PARTICLE METHOD TO THE SOLUTION OF THE MCKEAN–VLASOV EQUATIONS

• Euler–weakly interacting particle system
• Malliavin calculus