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

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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https://hal.inria.fr/hal-03086253
Contributor : Milica Tomasevic <>
Submitted on : Tuesday, December 22, 2020 - 2:13:19 PM
Last modification on : Wednesday, December 23, 2020 - 3:37:57 AM

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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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