报告人：申广君 教授

报告题目：Conditional McKean-Vlasov  stochastic differential equations  driven by fractional Brownian motions

报告时间：2026年6月7日（周日）上午9：00

报告地点：云龙校区6号楼304报告厅

主办单位：数学与统计学院、数学研究院、科学技术研究院

报告人简介：

申广君， 安徽师范大学教授、博士生导师，安徽省学术和技术带头人。主要从事随机过程与随机分析方向的研究。

报告摘要：

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.