Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions

DOI10.1080/07362994.2019.1622426zbMath1423.60122OpenAlexW2948524349WikidataQ127767950 ScholiaQ127767950MaRDI QIDQ5240641

Pierre Del Moral, Julian Tugaut

Publication date: 29 October 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2019.1622426

zbMATH Keywords

propagation of chaosfunctional inequalityFeynman-Kacnonlinear diffusionsMckean-Vlasov models

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Sharp uniform-in-time propagation of chaos, Online parameter estimation for the McKean-Vlasov stochastic differential equation, Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations, Finiteness of entropy for granular media equations, Information upper bound for McKean–Vlasov stochastic differential equations, Propagation of chaos: a review of models, methods and applications. I: Models and methods, Propagation of chaos: a review of models, methods and applications. II: Applications

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