相关论文: Quantitative weak propagation of chaos for stable-…
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…
This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes.
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…
The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
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…
As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
We develop a limit theory for controlled path-dependent mean field stochastic partial differential equations (SPDEs) within the semigroup approach of Da Prato and Zabczyk. More precisely, we prove existence results for mean field limits and…
We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures…
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…
The purpose of the present paper is to introduce and establish a notion of stability for the backward propagation of chaos with respect to (initial) data sets. Consider, for example, a sequence of discrete-time martingales converging to a…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…
Consider the metric space $(\mathcal{P}_2(\mathbb{R}^d),W_2)$ of square integrable laws on $\mathbb{R}^d$ with the topology induced by the 2-Wasserstein distance $W_2$. Let $\Phi: \mathcal{P}_2( \mathbb{R}^d) \to \mathbb{R}$ be a function…
In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…