Weak quantitative propagation of chaos via differential calculus on the space of measures
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Publication:2170366
DOI10.1214/21-AAP1725zbMath1497.60074arXiv1901.02556OpenAlexW2910323490WikidataQ114007810 ScholiaQ114007810MaRDI QIDQ2170366
Alvin Tse, Jean-François Chassagneux, Lukasz Szpruch
Publication date: 5 September 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.02556
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (7)
Rate of homogenization for fully-coupled McKean–Vlasov SDEs ⋮ Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise ⋮ Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ New particle representations for ergodic McKean-Vlasov SDEs ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws ⋮ State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs
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