A law of large numbers for interacting diffusions via a mild formulation
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Publication:2243906
DOI10.1214/21-EJP671zbMath1476.60100arXiv2005.05624OpenAlexW3186919317MaRDI QIDQ2243906
Florian Bechtold, Fabio Coppini
Publication date: 11 November 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.05624
stochastic differential equationsinteracting particle systemrough pathssemigroup approachself-normalized processesMcKean-Vlasov
Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Applications of rough analysis (60L90)
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