12. July 2025 und die nächsten 100 Tage
Filter is active: Show only talks in the following category : Oberseminar Wahrscheinlichkeitstheorie.
21.07.2025 16:30 Mykhaylo Shkolnikov:
Cascade equation in the Stefan problem and equilibria of mean field gamesBC1 2.01.10 (8101.02.110) (Parkring 11, 85748 Garching-Hochbrück)
After motivating the Stefan problem from the random growth model perspective, I will discuss its discontinuities in time. These turn out to be characterized by the cascade equation, a second-order hyperbolic PDE. Questions of existence and regularity for the latter can be answered by expressing its solution as the value function of a player in an equilibrium of a suitable mean field game. Based on joint work with Yucheng Guo and Sergey Nadtochiy.