On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2022

On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model

Résumé

In this work we firstly prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in $\mathbb{R}^d$ for $d\geq 3$. The particularity of our setting is that the McKean-Vlasov process we study interacts at each time with all its past time marginal laws by means of a singular space-time kernel. Secondly, we prove that our stochastic process is a probabilistic interpretation for the parabolic-parabolic Keller-Segel system in $\mathbb{R}^d$. We thus obtain a well-posedness result to the latter under explicit smallness condition on the parameters of the model.

Dates et versions

hal-04191117 , version 1 (30-08-2023)

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Milica Tomašević, Guillaume Woessner. On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model. 2023. ⟨hal-04191117⟩
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