Abstract
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable Lqt − Lpx space. Contrary to the large deviation principle approach recently proposed in [2], the main ingredient of the proof here are the Partial Girsanov transformations introduced in [3] and developed in a general setting in this work.
| Original language | English |
|---|---|
| Article number | 33 |
| Journal | Electronic Communications in Probability |
| Volume | 28 |
| DOIs | |
| Publication status | Published - 1 Jan 2023 |
Keywords
- propagation of chaos
- singular interaction
- stochastic particle systems