Propagation of chaos for stochastic particle systems with singular mean-field interaction of Lq − Lp type

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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 languageEnglish
Article number33
JournalElectronic Communications in Probability
Volume28
DOIs
Publication statusPublished - 1 Jan 2023

Keywords

  • propagation of chaos
  • singular interaction
  • stochastic particle systems

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