Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Electronic Communications in Probability Année : 2023

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

Résumé

In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large deviation principle approach recently proposed in [2], the main ingredient of the proof here are the \textit{Partial Girsanov transformations} introduced in [3] and developed in a general setting in this work.
Fichier principal
Vignette du fichier
arxivhalLpLq.pdf (348.02 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03086253 , version 1 (22-12-2020)
hal-03086253 , version 2 (18-07-2023)

Licence

Paternité

Identifiants

Citer

Milica Tomašević. Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type. Electronic Communications in Probability, 2023, 28 (none), pp.13. ⟨10.1214/23-ECP539⟩. ⟨hal-03086253v2⟩
345 Consultations
377 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More