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 originale | Anglais |
|---|---|
| Numéro d'article | 33 |
| journal | Electronic Communications in Probability |
| Volume | 28 |
| Les DOIs | |
| état | Publié - 1 janv. 2023 |
Empreinte digitale
Examiner les sujets de recherche de « Propagation of chaos for stochastic particle systems with singular mean-field interaction of Lq − Lp type ». Ensemble, ils forment une empreinte digitale unique.Contient cette citation
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver