Propagation of chaos for interacting particles subject to environmental noise

DOI10.1214/15-AAP1120zbMath1345.60113arXiv1403.1981OpenAlexW3103143067MaRDI QIDQ303947

Franco Flandoli, Michele Coghi

Publication date: 23 August 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.1981

zbMATH Keywords

stochastic differential equationsinteracting particle systemspropagation of chaosmean field limitKraichnan noiseWasserstain metric

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37)

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Cites Work

• Propagation of chaos for the 2D viscous vortex model
• On the rate of convergence in Wasserstein distance of the empirical measure
• Entropy and chaos in the Kac model
• Propagation and conditional propagation of chaos for pressureless gas equations
• Conditional propagation of chaos and a class of quasilinear PDE's
• Functional central limit theorem for flows generated by stochastic equations with interaction
• On Kac's chaos and related problems
• Noise Prevents Collapse of Vlasov-Poisson Point Charges
• Measure-valued diffusion
• Measure-Valued Diffusions and Continual Systems of Interacting Particles in a Random Medium
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