Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions

DOI10.1214/21-EJP720zbMath1491.60113arXiv2002.01458OpenAlexW4205269143MaRDI QIDQ2076614

Alvin Tse, Benjamin Jourdain

Publication date: 22 February 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01458

zbMATH Keywords

central limit theorempropagation of chaosmean-field diffusionslinear functional derivatives

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) PDEs with measure (35R06)

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