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Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^{q}-L^{p}$ type
Multi angle
Authors : Tomašević, Milica (Author of the conference)
CIRM (Publisher )
60K35 - Interacting random processes; statistical mechanics type models; percolation theory
Additional resources :
https://www.cirm-math.fr/RepOrga/2390/Slides/Milica_Tomasevic.pdf
CIRM (Publisher )
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Abstract :
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.
Keywords : particules in interaction; mean field limits
MSC Codes : Keywords : particules in interaction; mean field limits
60K35 - Interacting random processes; statistical mechanics type models; percolation theory
Additional resources :
https://www.cirm-math.fr/RepOrga/2390/Slides/Milica_Tomasevic.pdf
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Information on the Video
Film maker : Recanzone, LucaLanguage : English Available date : 27/09/2023 Conference Date : 05/09/2023 Subseries : Research talks arXiv category : Probability Mathematical Area(s) : Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:41:21 Targeted Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students Download : https://videos.cirm-math.fr/2023-09-05_Tomašević.mp4 
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Information on the Event
Event Title : A Random Walk in the Land of Stochastic Analysis and Numerical Probability / Une marche aléatoire dans l'analyse stochastique et les probabilités numériquesEvent Organizers : Champagnat, Nicolas ; Pagès, Gilles ; Tanré, Etienne ; Tomašević, Milica Dates : 04/09/2023 - 08/09/2023 Event Year : 2023 Event URL : https://conferences.cirm-math.fr/2390.html
Citation Data
DOI : 10.24350/CIRM.V.20088203Cite this video as: Tomašević, Milica (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 URI : http://dx.doi.org/10.24350/CIRM.V.20088203 |
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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
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