LiBERA Stochastic Interacting Systems

Stochastic Interacting Systems: Limiting Behavior, Evaluation, Regularity and Applications (LiBERA)

This is the YouTube channel of the EU Horizon Europe MSCA Staff Exchanges network LiBERA.

This network aims at addressing a number of challenging mathematical problems related to stochastic interacting systems, with particular emphasis on the regularity properties of the solutions, their limiting behaviour and numerical computation. The equations we analyse arise from the modelisation of real-world phenomena in several fields of application, including spiking neural systems, hydrodynamics and financial/energy markets, and share nonlinearity as a common underlying trait. Critically, nonlinearity intertwines with other relevant features that include: low regularity of the coefficients, noise degeneracy, jump-diffusion dynamics, and high-dimensionality.