Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient
Probability
2024-10-29 v1
Abstract
We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] to the case of non constant diffusions. The proof relies on the BBGKY hierarchy to obtain a system of differential inequalities on the relative entropy of k particles, involving the fisher information.
Keywords
Cite
@article{arxiv.2410.20874,
title = {Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient},
author = {Jules Grass and Arnaud Guillin and Christophe Poquet},
journal= {arXiv preprint arXiv:2410.20874},
year = {2024}
}