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

De Milica Tomašević

Apparaît dans la 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.

Informations sur la vidéo

Date de captation 05/09/2023
Date de publication 27/09/2023
Institut CIRM
Licence CC BY NC ND
Langue Anglais
Audience Chercheurs, Doctorants
Réalisateur(s) Luca Recanzone
Format MP4

Données de citation

DOI 10.24350/CIRM.V.20088203
Citer cette vidéo 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

Domaine(s)

Probabilités

Bibliographie

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

Codes MSC

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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