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
Pré-Publication, Document De Travail Année : 2020

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

Résumé

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 et versions

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

Identifiants

  • HAL Id : hal-03086253 , version 1

Citer

Milica Tomasevic. Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type. 2020. ⟨hal-03086253v1⟩
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