Propagation of chaos for mean field rough differential equations
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Publication:2039421
DOI10.1214/20-AOP1465zbMath1497.60073arXiv1907.00578OpenAlexW3136688641WikidataQ115240800 ScholiaQ115240800MaRDI QIDQ2039421
Rémi Catellier, Ismaël Bailleul, François Delarue
Publication date: 2 July 2021
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00578
convergence rateparticle systempropagation of chaosmean field interactionrandom rough differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough partial differential equations (60L50)
Related Items (4)
Distribution dependent SDEs driven by additive continuous noise ⋮ Rough paths and SPDE ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits
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