Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions

DOI10.1080/07362994.2019.1622426MaRDI QIDQ5240641zbMATH OpenOpenAlexWikidataFDO

Authors Pierre Del Moral, Julian Tugaut

Publication date 29 October 2019

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2019.1622426

zbMATH Keywords

propagation of chaosfunctional inequalityFeynman-Kacnonlinear diffusionsMckean-Vlasov models

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(14)

• A note on uniform in time mean-field limit in graphs
• Finiteness of entropy for granular media equations
• Propagation of chaos: a review of models, methods and applications. II: Applications
• On the propagation of chaos for diffusion processes with drift coefficients not of average form
• Propagation of chaos: a review of models, methods and applications. I: Models and methods
• Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
• Online parameter estimation for the McKean-Vlasov stochastic differential equation
• Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
• Asymptotic behavior of the forecast-assimilation process with unstable dynamics
• An elementary approach to uniform in time propagation of chaos
• On uniform propagation of chaos
• Sharp uniform-in-time propagation of chaos
• Information upper bound for McKean–Vlasov stochastic differential equations
• Nonlinear limit for a system of diffusing particles which alternate between two states

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