Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
Zimo Hao, Jean-Francois Jabir (HSE), St\'ephane Menozzi (LaMME), Michael R\"ockner, Xicheng Zhang (BIT)
TL;DR
This paper studies how large systems of particles with moderate interactions can approximate complex singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes, focusing on propagation of chaos properties.
Contribution
It establishes propagation of chaos results for particle systems approximating singular kinetic McKean-Vlasov SDEs with alpha-stable noise, a novel extension to existing theories.
Findings
Propagation of chaos holds for the considered particle systems.
The results apply to systems driven by alpha-stable processes.
New theoretical framework for singular kinetic McKean-Vlasov SDEs.
Abstract
This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsParticle Dynamics in Fluid Flows · Granular flow and fluidized beds · Sports Dynamics and Biomechanics