報告人：申廣君 教授
報告題目：Conditional McKean-Vlasov stochastic differential equations driven by fractional Brownian motions
報告時間：2026年6月7日（周日）上午9：00
報告地點：云龍校區6號樓304報告廳
主辦單位：數學與統計學院、數學研究院、科學技術研究院
報告人簡介：
申廣君， 安徽師范大學教授、博士生導師，安徽省學術和技術帶頭人。主要從事隨機過程與隨機分析方向的研究。
報告摘要：
In this talk, we are concerned with a class of McKean-Vlasov stochastic differential equations with Markovian regime-switching driven by fractional Brownian motions with Hurst parameter H>1/2. We first obtain the existence and uniqueness theorem for solutions of the concerned equations under the non-Lipschitz conditions. Second, we establish the propagation of chaos for the associated mean-field interaction particle systems with common noise and provide an explicit bound on the convergence rate. At last, an averaging principle is investigated with respect to two time-scale conditional McKean-Vlasov stochastic differential equations.