Propagation of Chaos for Weakly Interacting Mild Solutions to Stochastic Partial Differential Equations
Probability
2023-07-05 v4
Abstract
This article investigates the propagation of chaos property for weakly interacting mild solutions to semilinear stochastic partial differential equations whose coefficients might not satisfy Lipschitz conditions. Furthermore, we derive continuity and linear growth conditions for the existence and uniqueness of mild solutions to SPDEs with distribution dependent coefficients, so-called McKean-Vlasov SPDEs.
Keywords
Cite
@article{arxiv.2107.13397,
title = {Propagation of Chaos for Weakly Interacting Mild Solutions to Stochastic Partial Differential Equations},
author = {David Criens},
journal= {arXiv preprint arXiv:2107.13397},
year = {2023}
}
Comments
Major update with improved results and presentation