Backward propagation of chaos
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Publication:2144343
DOI10.1214/22-EJP777zbMath1505.35375arXiv1911.06835OpenAlexW2986500122MaRDI QIDQ2144343
Ludovic Tangpi, Mathieu Laurière
Publication date: 13 June 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.06835
concentration of measurepropagation of chaosBSDEinteracting particles systemsMcKean-Vlasov BSDEPDEs on Wasserstein space
Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integral equations (60H20) (L^p)-limit theorems (60F25) Semilinear parabolic equations (35K58)
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