Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^{q}-L^{p}$ type | Vidéo | Carmin.tv

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Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^{q}-L^{p}$ type

By Milica Tomašević

Appears in collection : A Random Walk in the Land of Stochastic Analysis and Numerical Probability / Une marche aléatoire dans l'analyse stochastique et les probabilités numériques

In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_{t}^{q}-L_{x}^{p}$ space. Contrary to the large deviation principle approach recently proposed in the litterature (Hoeksama et al, 2020), the main ingredient of the proof here are the Partial Girsanov transformations introduced by (Jabir-Talay-Tomašević.,2018) and developed in a general setting here.

Information about the video

Date of recording 05/09/2023
Date of publication 27/09/2023
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers, Graduate Students
Director(s) Luca Recanzone
Format MP4

Citation data

DOI 10.24350/CIRM.V.20088203
Cite this video Tomašević, Milica (05/09/2023). Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^{q}-L^{p}$ type. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.20088203
URL https://dx.doi.org/10.24350/CIRM.V.20088203

Domain(s)

Probability

Bibliography

TOMAŠEVIĆ, Milica. Propagation of chaos for stochastic particle systems with singular mean-field interaction of L q− L p type. Electronic Communications in Probability, 2023, vol. 28, p. 1-13. - https://doi.org/10.48550/arXiv.2307.09024

MSC codes

60K35 Interacting random processes; statistical mechanics type models; percolation theory

Document(s)

https://www.cirm-math.fr/RepOrga/2390/Slides/Milica_Tomasevic.pdf

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