相关论文: Propagation of chaos and moderate interaction for …

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the…

We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…

We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…

This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…

We consider a simple stochastic $N$-particle system, already studied by the same authors in \cite{CPS21}, representing different populations of agents. Each agent has a label describing his state of health. We show rigorously that, in the…

This paper considers an $n$-particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as $n\to\infty$ of the empirical measure of the jump-diffusions to…

We investigate propagation of chaos for mean field Markov Decision Process with common noise (CMKV-MDP), and when the optimization is performed over randomized open-loop controls on infinite horizon. We first state a rate of convergence of…

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

We study a system consisting of $n$ particles, moving forward in jumps on the real line. Each particle can make both independent jumps, whose sizes have some distribution, or ``synchronization'' jumps, which allow it to join a randomly…

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising in kinetic…

We consider an open quantum system governed $N$-body Lindblad equation and study mean-field limits in this setting. We prove that the $N$-particle dynamics converges, in the sense of quantum relative entropy, to the tensorized solution of…

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…