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Journal Articles Electronic Communications in Probability Year : 2023

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

Abstract

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

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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⟩
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