01:39:42
published on July 4, 2025
Lecture 3: What is the Universal Scaling Limit of Random Interface Growth, and What Does It Tell Us?
By Ivan Corwin
Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^{q}-L^{p}$ type
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.
