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Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type

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Abstract

In this work, generalizing the techniques introduced by Jabir-Talay-Tomasevic [3], we prove the wellposedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L^q_t −L^p_x$ space. Contrarty to the large deviation principle approach by [2], the main ingredient of the proof here are the partial Girsanov transformations introduced in [3].
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Dates and versions

hal-03086253 , version 1 (22-12-2020)

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  • HAL Id : hal-03086253 , version 1

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Milica Tomasevic. Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type. 2020. ⟨hal-03086253⟩
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