We will study selected topics of the area, building on my previous lecture Stochastic Analysis (i.e. BMS advanced course Stochastic Processes II). Hence, familarity with the respective stochastic Ito Calculus is beneficial. Topics to be treated are, among others, propagation of chaos or stochastic dynamics with mean-field interaction.
Further information will be posted at www.math.hu-berlin.de/~becherer