English

Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion

Probability 2025-12-02 v2 Analysis of PDEs

Abstract

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the associated McKean--Vlasov equation, as the number of particles NN\to\infty, with quantitative sharp rates of order N1/2N^{-1/2}. Our results hold for a wide class of possibly time-dependent interactions, which are only assumed to satisfy a Besov-type regularity, related to the Hurst parameter H(0,+)NH\in (0,+\infty)\setminus \mathbb{N} of the driving noises. In particular, as HH decreases to 00, interaction kernels of arbitrary singularity can be considered, a phenomenon frequently observed in regularization by noise results. Our proofs rely on a combinations of Sznitman's direct comparison argument with stochastic sewing techniques.

Keywords

Cite

@article{arxiv.2403.05454,
  title  = {Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion},
  author = {Lucio Galeati and Khoa Lê and Avi Mayorcas},
  journal= {arXiv preprint arXiv:2403.05454},
  year   = {2025}
}

Comments

Minor corrections, typos fixed, updated bibliography