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

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Résumé

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.

langue originaleAnglais
Numéro d'article33
journalElectronic Communications in Probability
Volume28
Les DOIs
étatPublié - 1 janv. 2023

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